+27.6%
SOLS vs KIM
+11.2%
+16.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.6% |
| 7D | +0.3% | -1.5% | +1.8% | +0.4% |
| 30D | +0.9% | -1.7% | +2.6% | +1.0% |
| 3M | -20.7% | -7.1% | -13.5% | -20.3% |
| 6M | -17.7% | +2.9% | -20.5% | -19.0% |
| YTD | +27.1% | +18.8% | +8.3% | +22.4% |
| All | +27.6% | +11.2% | +16.4% | +26.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling