+398.8%
SN vs KIM
+57.8%
+341.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.0% |
| 7D | +7.2% | +4.1% | +3.1% | +4.2% |
| 30D | +20.4% | +16.8% | +3.6% | +7.8% |
| 3M | +23.9% | +5.7% | +18.2% | +18.9% |
| 6M | +93.0% | +9.7% | +83.4% | +79.7% |
| YTD | +99.2% | +30.2% | +69.0% | +63.3% |
| 1Y | +142.6% | +32.1% | +110.5% | +96.3% |
| 3Y | +398.8% | +58.6% | +340.2% | +293.6% |
| All | +398.8% | +57.8% | +341.0% | +293.6% |
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 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