+84.4%
SNOW vs KIM
+65.6%
+18.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +0.2% | +2.8% | -2.5% | -0.3% |
| 30D | -19.8% | +15.9% | -35.7% | -22.7% |
| 3M | -11.6% | +7.8% | -19.4% | -13.2% |
| 6M | +94.0% | +11.9% | +82.1% | +86.9% |
| YTD | +34.8% | +31.0% | +3.8% | +20.9% |
| 1Y | +10.1% | +32.3% | -22.2% | -1.8% |
| 3Y | +84.4% | +65.5% | +18.9% | +50.8% |
| All | +84.4% | +65.6% | +18.8% | +50.8% |
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 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