+17.6%
SNOW vs KIM
+153.7%
-136.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +10.8% | -0.7% | +11.5% | +11.0% |
| 30D | -16.5% | +13.4% | -29.9% | -19.5% |
| 3M | -10.1% | +6.5% | -16.6% | -11.9% |
| 6M | +96.5% | +10.6% | +86.0% | +89.7% |
| YTD | +36.2% | +29.9% | +6.2% | +24.4% |
| 1Y | +10.7% | +29.6% | -18.9% | +1.1% |
| 3Y | +86.2% | +64.1% | +22.2% | +57.8% |
| 5Y | -22.7% | +35.3% | -58.0% | -31.6% |
| All | +17.6% | +153.7% | -136.1% | +29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling