+14.6%
SNOW vs KIM
+154.6%
-140.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -2.9% | -2.7% |
| 7D | +5.5% | +0.1% | +5.4% | +5.5% |
| 30D | -13.2% | +14.1% | -27.3% | -16.4% |
| 3M | -13.7% | +6.0% | -19.7% | -15.3% |
| 6M | +91.0% | +13.2% | +77.7% | +83.0% |
| YTD | +32.7% | +30.4% | +2.3% | +21.1% |
| 1Y | +13.3% | +31.0% | -17.8% | +3.1% |
| 3Y | +83.4% | +67.6% | +15.7% | +54.4% |
| 5Y | -24.7% | +35.8% | -60.5% | -33.4% |
| All | +14.6% | +154.6% | -140.0% | +25.8% |
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