+52.0%
SNOW vs KIM
+9.1%
+42.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -6.1% |
| 7D | +2.8% | -0.8% | +3.6% | +2.4% |
| 30D | +6.4% | -5.1% | +11.5% | +3.7% |
| 3M | +38.1% | -0.6% | +38.7% | +38.7% |
| 6M | +100.4% | +2.4% | +98.0% | +103.1% |
| YTD | +53.7% | +19.0% | +34.7% | +64.3% |
| 1Y | +52.0% | +8.4% | +43.5% | +61.7% |
| All | +52.0% | +9.1% | +42.8% | +61.7% |
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