+3.6%
SNOW vs KIM
+37.3%
-33.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.7% |
| 7D | +8.4% | -1.0% | +9.3% | +8.9% |
| 30D | -1.0% | -1.1% | +0.1% | -0.5% |
| 3M | +38.3% | -5.3% | +43.6% | +41.9% |
| 6M | +81.3% | +3.9% | +77.4% | +74.4% |
| YTD | +51.1% | +20.3% | +30.8% | +31.6% |
| 1Y | +47.0% | +10.4% | +36.5% | +34.7% |
| 3Y | +99.7% | +46.3% | +53.4% | +45.1% |
| 5Y | +3.6% | +37.6% | -34.0% | -17.4% |
| All | +3.6% | +37.3% | -33.7% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling