-90.3%
SNAP vs KIM
+33.6%
-123.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.8% |
| 7D | +2.6% | -0.7% | +3.2% | +3.0% |
| 30D | -19.6% | +13.4% | -33.0% | -26.4% |
| 3M | +0.4% | +6.5% | -6.2% | -4.1% |
| 6M | -5.9% | +10.6% | -16.5% | -13.6% |
| YTD | -35.3% | +29.9% | -65.2% | -47.7% |
| 1Y | -42.6% | +29.6% | -72.1% | -53.5% |
| 3Y | -53.9% | +64.1% | -117.9% | -70.1% |
| 5Y | -90.3% | +35.3% | -125.6% | -92.6% |
| All | -90.3% | +33.6% | -123.9% | -92.6% |
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 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