+447.8%
SN vs KIM
+47.7%
+400.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.3% |
| 3M | +20.0% | +6.0% | +14.0% | +15.4% |
| 6M | +119.9% | +13.2% | +106.7% | +101.2% |
| YTD | +102.3% | +30.4% | +71.9% | +68.3% |
| 1Y | +148.0% | +31.0% | +117.0% | +105.3% |
| 3Y | +450.0% | +67.6% | +382.4% | +327.5% |
| All | +447.8% | +47.7% | +400.1% | +348.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling