+102.2%
SNOW vs KIM
+47.7%
+54.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +4.9% | -0.3% | +5.2% | +5.0% |
| 30D | +1.5% | -1.7% | +3.2% | +1.9% |
| 3M | +39.5% | -0.8% | +40.3% | +39.3% |
| 6M | +85.9% | +4.4% | +81.5% | +81.6% |
| YTD | +52.9% | +21.2% | +31.7% | +40.4% |
| 1Y | +48.1% | +10.5% | +37.6% | +41.3% |
| 3Y | +102.2% | +47.5% | +54.7% | +72.5% |
| All | +102.2% | +47.7% | +54.4% | +72.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling