+1,302.7%
SM vs KIM
+2,084.8%
-782.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -25.9% | +4.1% | -30.0% | -27.7% |
| 30D | -15.1% | +16.8% | -31.9% | -21.9% |
| 3M | +4.9% | +5.7% | -0.8% | +1.3% |
| 6M | +6.1% | +9.7% | -3.5% | +0.1% |
| YTD | +63.4% | +30.2% | +33.2% | +40.2% |
| 1Y | +72.5% | +32.1% | +40.4% | +47.0% |
| 3Y | -16.9% | +58.6% | -75.5% | -35.7% |
| 5Y | -10.6% | +31.2% | -41.8% | -24.6% |
| 10Y | +11.3% | +66.7% | -55.4% | -12.5% |
| All | +1,302.7% | +2,084.8% | -782.1% | +444.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling