-92.8%
SNAP vs KIM
+34.4%
-127.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.9% | -3.9% |
| 7D | +0.7% | +0.4% | +0.3% | +0.4% |
| 30D | +2.6% | -4.0% | +6.6% | +5.3% |
| 3M | -9.9% | +0.5% | -10.4% | -11.1% |
| 6M | +1.9% | +3.6% | -1.7% | -1.7% |
| YTD | -32.2% | +20.4% | -52.6% | -41.6% |
| 1Y | -22.8% | +9.7% | -32.6% | -29.1% |
| 3Y | -47.6% | +46.0% | -93.6% | -62.0% |
| All | -92.8% | +34.4% | -127.3% | -94.1% |
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