-70.2%
SMR vs KIM
+9.4%
-79.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.4% | -6.2% |
| 7D | +4.7% | -1.5% | +6.2% | +3.8% |
| 30D | +3.2% | -1.7% | +4.9% | +2.2% |
| 3M | +9.9% | -7.1% | +17.1% | +6.1% |
| 6M | -15.1% | +2.9% | -18.0% | -15.8% |
| YTD | -27.9% | +18.8% | -46.8% | -21.9% |
| 1Y | -70.2% | +9.4% | -79.7% | -71.8% |
| All | -70.2% | +9.4% | -79.7% | -71.8% |
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