+139.0%
SN vs KIM
+31.2%
+107.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +7.6% | +2.8% | +4.8% | +5.9% |
| 30D | +22.4% | +15.9% | +6.6% | +13.2% |
| 3M | +21.7% | +7.8% | +13.9% | +16.7% |
| 6M | +102.8% | +11.9% | +91.0% | +87.6% |
| YTD | +102.4% | +31.0% | +71.4% | +78.6% |
| 1Y | +139.0% | +32.3% | +106.6% | +109.6% |
| All | +139.0% | +31.2% | +107.7% | +109.6% |
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