+148.0%
SN vs KIM
+30.6%
+117.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.5% | +2.6% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +21.5% | +14.1% | +7.4% | +13.0% |
| 3M | +20.0% | +6.0% | +14.0% | +16.2% |
| 6M | +119.9% | +13.2% | +106.7% | +101.0% |
| YTD | +102.3% | +30.4% | +71.9% | +76.7% |
| 1Y | +148.0% | +31.0% | +117.0% | +115.9% |
| All | +148.0% | +30.6% | +117.4% | +115.9% |
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