+691.2%
SNPS vs KIM
+65.6%
+625.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.6% | +3.5% |
| 7D | +0.2% | +2.8% | -2.6% | -0.4% |
| 30D | -8.4% | +16.3% | -24.8% | -11.4% |
| 3M | +12.3% | +6.6% | +5.6% | +10.6% |
| 6M | -9.6% | +12.3% | -21.9% | -12.1% |
| YTD | -0.6% | +31.6% | -32.1% | -6.9% |
| 1Y | +18.7% | +31.5% | -12.8% | +11.0% |
| 3Y | -7.6% | +68.0% | -75.6% | -18.5% |
| 5Y | +34.1% | +38.7% | -4.6% | +22.7% |
| 10Y | +691.2% | +65.7% | +625.5% | +556.3% |
| All | +691.2% | +65.6% | +625.6% | +556.3% |
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