-53.7%
SMR vs KIM
+35.6%
-89.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.4% | -3.7% | -3.5% |
| 7D | -8.3% | +0.1% | -8.4% | -8.3% |
| 30D | -20.1% | +14.1% | -34.2% | -25.7% |
| 3M | -52.7% | +6.0% | -58.7% | -54.2% |
| 6M | -61.0% | +13.2% | -74.3% | -64.4% |
| YTD | -67.1% | +30.4% | -97.5% | -72.7% |
| 1Y | -79.9% | +31.0% | -110.9% | -83.4% |
| 3Y | +101.7% | +67.6% | +34.1% | +45.9% |
| All | -53.7% | +35.6% | -89.3% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling