-79.7%
SNAP vs KIM
+74.6%
-154.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.4% |
| 7D | -7.1% | +4.1% | -11.2% | -8.3% |
| 30D | -14.6% | +16.8% | -31.4% | -19.0% |
| 3M | -5.0% | +5.7% | -10.7% | -6.8% |
| 6M | -18.8% | +9.7% | -28.5% | -21.7% |
| YTD | -38.5% | +30.2% | -68.8% | -44.3% |
| 1Y | -38.1% | +32.1% | -70.2% | -44.2% |
| 3Y | -53.8% | +58.6% | -112.4% | -60.8% |
| 5Y | -90.7% | +31.2% | -121.8% | -91.6% |
| All | -79.7% | +74.6% | -154.3% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling