+572.2%
SNPS vs KIM
+30.7%
+541.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.6% |
| 7D | -5.5% | -0.3% | -5.2% | -5.4% |
| 30D | -5.8% | -1.7% | -4.0% | -5.5% |
| 3M | -17.2% | -0.8% | -16.4% | -17.3% |
| 6M | -10.4% | +4.4% | -14.8% | -11.5% |
| YTD | -16.5% | +21.2% | -37.8% | -20.4% |
| 1Y | -35.6% | +10.5% | -46.2% | -37.4% |
| 3Y | -14.6% | +47.5% | -62.1% | -22.7% |
| 5Y | +16.5% | +37.1% | -20.6% | +7.2% |
| All | +572.2% | +30.7% | +541.5% | +505.7% |
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