+1,264.2%
SM vs KIM
+2,107.1%
-842.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.8% | -3.2% |
| 7D | -22.3% | +2.8% | -25.1% | -23.6% |
| 30D | -21.4% | +16.3% | -37.7% | -27.5% |
| 3M | +1.4% | +6.6% | -5.3% | -2.6% |
| 6M | +0.1% | +12.3% | -12.2% | -6.7% |
| YTD | +59.0% | +31.6% | +27.4% | +35.7% |
| 1Y | +64.3% | +31.5% | +32.8% | +40.4% |
| 3Y | -13.1% | +68.0% | -81.1% | -34.7% |
| 5Y | -13.9% | +38.7% | -52.6% | -29.2% |
| 10Y | +1.7% | +65.7% | -64.0% | -20.0% |
| All | +1,264.2% | +2,107.1% | -842.8% | +426.7% |
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