+51.7%
SM vs KIM
+9.4%
+42.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.4% |
| 7D | -0.2% | -1.0% | +0.7% | -0.4% |
| 30D | +20.3% | -1.1% | +21.4% | +20.0% |
| 3M | +22.9% | -5.3% | +28.2% | +21.7% |
| 6M | +47.8% | +3.9% | +43.9% | +49.9% |
| YTD | +107.5% | +20.3% | +87.2% | +92.2% |
| 1Y | +51.7% | +10.4% | +41.3% | +34.5% |
| All | +51.7% | +9.4% | +42.3% | +34.5% |
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