+82.6%
SMR vs KIM
+45.1%
+37.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.8% |
| 7D | +13.1% | -1.0% | +14.0% | +13.9% |
| 30D | +17.8% | -1.1% | +18.8% | +18.6% |
| 3M | +8.1% | -5.3% | +13.4% | +10.8% |
| 6M | -11.1% | +3.9% | -15.0% | -15.9% |
| YTD | -23.7% | +20.3% | -44.0% | -37.3% |
| 1Y | -69.4% | +10.4% | -79.9% | -73.0% |
| All | +82.6% | +45.1% | +37.5% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling