+142.2%
SN vs KIM
+31.8%
+110.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.4% |
| 7D | +7.6% | +2.8% | +4.8% | +6.0% |
| 30D | +24.1% | +16.3% | +7.7% | +14.5% |
| 3M | +23.7% | +6.6% | +17.1% | +19.4% |
| 6M | +105.5% | +12.3% | +93.2% | +89.7% |
| YTD | +105.1% | +31.6% | +73.5% | +80.6% |
| All | +142.2% | +31.8% | +110.4% | +111.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling