+54.1%
SO vs KIM
+65.6%
-11.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.1% |
| 7D | +1.4% | +0.1% | +1.2% | +1.3% |
| 30D | +4.7% | +14.1% | -9.4% | +0.5% |
| 3M | +1.7% | +6.0% | -4.3% | -0.2% |
| 6M | +2.2% | +13.2% | -11.1% | -1.6% |
| YTD | +10.0% | +30.4% | -20.4% | +1.8% |
| 1Y | +6.0% | +31.0% | -25.0% | -2.0% |
| 3Y | +54.1% | +67.6% | -13.5% | +30.7% |
| All | +54.1% | +65.6% | -11.4% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling