+684.5%
SNPS vs KIM
+64.9%
+619.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -0.6% | +2.8% | -3.4% | -1.2% |
| 30D | -9.8% | +15.9% | -25.7% | -12.6% |
| 3M | +11.7% | +7.8% | +4.0% | +9.8% |
| 6M | -10.9% | +11.9% | -22.8% | -13.4% |
| YTD | -2.1% | +31.0% | -33.1% | -8.2% |
| 1Y | +14.8% | +32.3% | -17.6% | +7.2% |
| 3Y | -11.3% | +65.5% | -76.8% | -21.6% |
| 5Y | +36.2% | +37.2% | -1.0% | +24.9% |
| 10Y | +684.5% | +63.9% | +620.6% | +555.0% |
| All | +684.5% | +64.9% | +619.6% | +555.0% |
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