+433.2%
SNDK vs KIM
+33.1%
+400.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.6% | -11.5% | -3.9% |
| 7D | -26.2% | +10.6% | -36.7% | -17.2% |
| 30D | -39.1% | +17.5% | -56.6% | -27.4% |
| 3M | -27.3% | +4.7% | -32.0% | -22.1% |
| 6M | -17.4% | +13.1% | -30.5% | -6.9% |
| YTD | +337.0% | +32.1% | +305.0% | +457.5% |
| 1Y | +433.2% | +32.7% | +400.5% | +573.2% |
| All | +433.2% | +33.1% | +400.1% | +573.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling