-53.5%
SNAP vs KIM
+65.6%
-119.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +6.0% | +0.1% | +5.9% | +6.0% |
| 30D | -13.8% | +14.1% | -27.9% | -19.4% |
| 3M | -0.8% | +6.0% | -6.8% | -3.7% |
| 6M | -6.2% | +13.2% | -19.5% | -13.3% |
| YTD | -34.8% | +30.4% | -65.2% | -45.0% |
| 1Y | -38.7% | +31.0% | -69.7% | -48.5% |
| 3Y | -53.5% | +67.6% | -121.1% | -67.4% |
| All | -53.5% | +65.6% | -119.0% | -67.4% |
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