+17.1%
SNPS vs KIM
+34.4%
-17.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | -11.0% | +0.4% | -11.4% | -11.2% |
| 30D | -1.7% | -4.0% | +2.2% | -0.4% |
| 3M | -20.4% | +0.5% | -20.9% | -21.0% |
| 6M | -8.6% | +3.6% | -12.2% | -10.5% |
| YTD | -16.2% | +20.4% | -36.6% | -22.9% |
| 1Y | -34.6% | +9.7% | -44.3% | -37.5% |
| 3Y | -14.5% | +46.0% | -60.5% | -29.5% |
| All | +17.1% | +34.4% | -17.3% | +0.5% |
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