+7.5%
SMR vs KIM
+25.1%
-17.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.9% |
| 7D | +13.1% | -1.0% | +14.0% | +13.7% |
| 30D | +17.8% | -1.1% | +18.8% | +18.4% |
| 3M | +8.1% | -5.3% | +13.4% | +10.3% |
| 6M | -11.1% | +3.9% | -15.0% | -14.5% |
| YTD | -23.7% | +20.3% | -44.0% | -33.7% |
| 1Y | -69.4% | +10.4% | -79.9% | -72.0% |
| 3Y | +82.6% | +46.3% | +36.3% | +42.6% |
| All | +7.5% | +25.1% | -17.6% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling