-79.4%
SNAP vs KIM
+76.4%
-155.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | -7.3% | +2.8% | -10.2% | -8.1% |
| 30D | -18.9% | +16.3% | -35.3% | -23.0% |
| 3M | -5.3% | +6.6% | -11.9% | -7.4% |
| 6M | -16.9% | +12.3% | -29.3% | -20.5% |
| YTD | -37.4% | +31.6% | -69.0% | -43.4% |
| 1Y | -38.5% | +31.5% | -70.0% | -44.4% |
| 3Y | -55.1% | +68.0% | -123.1% | -62.5% |
| 5Y | -90.8% | +38.7% | -129.5% | -91.8% |
| All | -79.4% | +76.4% | -155.7% | -85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling