+149.8%
SMR vs KIM
+65.6%
+84.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.8% |
| 7D | -2.8% | +2.8% | -5.6% | -4.3% |
| 30D | -27.5% | +15.9% | -43.4% | -33.7% |
| 3M | -43.1% | +7.8% | -50.9% | -45.7% |
| 6M | -58.4% | +11.9% | -70.3% | -62.2% |
| YTD | -63.2% | +31.0% | -94.2% | -70.6% |
| 1Y | -81.6% | +32.3% | -114.0% | -85.5% |
| 3Y | +149.8% | +65.5% | +84.3% | +66.8% |
| All | +149.8% | +65.6% | +84.2% | +66.8% |
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 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