+71.6%
SM vs KIM
+33.1%
+38.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | +3.6% | -18.9% | -13.9% |
| 7D | -21.5% | +10.6% | -32.1% | -18.9% |
| 30D | -11.4% | +17.5% | -28.9% | -7.2% |
| 3M | +0.6% | +4.7% | -4.1% | +2.1% |
| 6M | +0.2% | +13.1% | -12.9% | +5.7% |
| YTD | +69.7% | +32.1% | +37.6% | +57.7% |
| 1Y | +71.6% | +32.7% | +38.9% | +59.1% |
| All | +71.6% | +33.1% | +38.4% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling