+5,491.2%
SNPS vs KIM
+2,754.3%
+2,736.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.0% | -3.9% | -4.7% |
| 7D | -10.2% | +5.0% | -15.1% | -11.2% |
| 30D | -12.8% | +15.8% | -28.6% | -15.8% |
| 3M | +9.9% | +4.3% | +5.6% | +8.6% |
| 6M | -12.4% | +11.4% | -23.8% | -14.9% |
| YTD | -6.3% | +30.8% | -37.0% | -12.4% |
| 1Y | +7.6% | +31.4% | -23.8% | +0.4% |
| 3Y | -9.8% | +57.7% | -67.4% | -19.9% |
| 5Y | +29.2% | +31.7% | -2.5% | +19.0% |
| 10Y | +663.8% | +67.4% | +596.4% | +518.4% |
| All | +5,491.2% | +2,754.3% | +2,736.9% | +1,831.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling