+1,608.3%
SM vs KIM
+1,920.4%
-312.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +26.3% | -4.0% | +30.3% | +28.7% |
| 3M | +8.7% | +0.5% | +8.1% | +7.9% |
| 6M | +51.7% | +3.6% | +48.1% | +47.2% |
| YTD | +99.0% | +20.4% | +78.6% | +78.6% |
| 1Y | +34.6% | +9.7% | +24.9% | +26.5% |
| 3Y | -7.8% | +46.0% | -53.7% | -25.6% |
| 5Y | +104.8% | +34.4% | +70.3% | +72.0% |
| 10Y | +7.2% | +29.3% | -22.1% | -6.2% |
| All | +1,608.3% | +1,920.4% | -312.1% | +593.4% |
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