+4,800.5%
SNDK vs KIM
+14.9%
+4,785.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +13.6% | -1.0% | +14.5% | +14.0% |
| 30D | +42.5% | -1.1% | +43.6% | +43.1% |
| 3M | +7.1% | -5.3% | +12.5% | +7.9% |
| 6M | +199.7% | +3.9% | +195.7% | +180.5% |
| YTD | +643.2% | +20.3% | +622.9% | +501.7% |
| 1Y | +2,402.0% | +10.4% | +2,391.6% | +2,126.8% |
| All | +4,800.5% | +14.9% | +4,785.5% | +4,223.3% |
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