+19.6%
SM vs KIM
+30.7%
-11.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.1% |
| 7D | -0.2% | -0.3% | +0.2% | +0.1% |
| 30D | +31.5% | -1.7% | +33.2% | +33.2% |
| 3M | +17.3% | -0.8% | +18.2% | +17.3% |
| 6M | +48.5% | +4.4% | +44.1% | +40.1% |
| YTD | +106.3% | +21.2% | +85.0% | +70.1% |
| 1Y | +47.3% | +10.5% | +36.8% | +31.3% |
| 3Y | -1.4% | +47.5% | -48.9% | -34.1% |
| 5Y | +114.0% | +37.1% | +77.0% | +47.4% |
| All | +19.6% | +30.7% | -11.1% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling