+450.0%
SN vs KIM
+65.6%
+384.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +10.6% |
| 3M | +20.0% | +6.0% | +14.0% | +15.0% |
| 6M | +119.9% | +13.2% | +106.7% | +99.6% |
| YTD | +102.3% | +30.4% | +71.9% | +65.4% |
| 1Y | +148.0% | +31.0% | +117.0% | +101.7% |
| 3Y | +450.0% | +67.6% | +382.4% | +331.2% |
| All | +450.0% | +65.6% | +384.4% | +331.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling