+5,213.9%
SO vs KIM
+3,315.9%
+1,898.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.6% | -1.0% |
| 7D | -1.5% | +4.1% | -5.5% | -2.2% |
| 30D | +8.1% | +16.8% | -8.7% | +5.2% |
| 3M | +0.2% | +5.7% | -5.5% | -0.8% |
| 6M | +0.4% | +9.7% | -9.3% | -1.2% |
| YTD | +8.5% | +30.2% | -21.7% | +3.6% |
| 1Y | +4.9% | +32.1% | -27.2% | -0.1% |
| 3Y | +47.9% | +58.6% | -10.7% | +35.7% |
| 5Y | +75.7% | +31.2% | +44.5% | +65.0% |
| 10Y | +178.0% | +66.7% | +111.3% | +137.7% |
| All | +5,213.9% | +3,315.9% | +1,898.0% | +2,987.4% |
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