+96.5%
SNOW vs KIM
+11.0%
+85.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -1.3% |
| 7D | +10.8% | -0.7% | +11.5% | +10.3% |
| 30D | -16.5% | +13.4% | -29.9% | -8.0% |
| 3M | -10.1% | +6.5% | -16.6% | -5.3% |
| 6M | +96.5% | +10.6% | +86.0% | +141.2% |
| All | +96.5% | +11.0% | +85.6% | +141.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling