-3.6%
SMR vs KIM
+25.2%
-28.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +4.4% | +0.4% | +4.0% | +4.1% |
| 30D | +3.4% | -4.0% | +7.4% | +5.6% |
| 3M | -19.2% | +0.5% | -19.7% | -20.9% |
| 6M | -22.6% | +3.6% | -26.3% | -25.5% |
| YTD | -31.5% | +20.4% | -52.0% | -40.6% |
| 1Y | -73.1% | +9.7% | -82.8% | -75.3% |
| 3Y | +55.0% | +46.0% | +9.0% | +21.0% |
| All | -3.6% | +25.2% | -28.8% | -26.4% |
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