+251.0%
SNY vs KIM
+350.8%
-99.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -3.6% | -1.0% | -2.7% | -3.4% |
| 30D | -1.4% | -1.1% | -0.4% | -1.2% |
| 3M | -4.2% | -5.3% | +1.1% | -3.1% |
| 6M | +2.0% | +3.9% | -1.9% | +1.1% |
| YTD | -6.7% | +20.3% | -26.9% | -10.4% |
| 1Y | -4.7% | +10.4% | -15.1% | -6.9% |
| 3Y | -8.1% | +46.3% | -54.4% | -16.4% |
| 5Y | +8.2% | +37.6% | -29.4% | -1.7% |
| 10Y | +64.8% | +34.5% | +30.3% | +39.5% |
| All | +251.0% | +350.8% | -99.9% | +36.4% |
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