-14.4%
SMR vs KIM
+23.1%
-37.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.4% | -15.2% | -15.4% |
| 7D | -11.2% | -1.7% | -9.5% | -10.3% |
| 30D | -10.2% | -3.0% | -7.3% | -8.7% |
| 3M | -10.0% | -8.9% | -1.2% | -6.1% |
| 6M | -30.5% | +2.4% | -32.8% | -32.5% |
| YTD | -39.2% | +18.3% | -57.6% | -46.7% |
| 1Y | -75.5% | +8.2% | -83.7% | -77.3% |
| 3Y | +45.4% | +44.0% | +1.4% | +14.6% |
| All | -14.4% | +23.1% | -37.5% | -33.9% |
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