+24.8%
SRE vs KIM
+65.6%
-40.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | -3.0% | +14.1% | -17.1% | -8.6% |
| 3M | -7.3% | +6.0% | -13.2% | -9.7% |
| 6M | -11.9% | +13.2% | -25.1% | -16.8% |
| YTD | -7.9% | +30.4% | -38.2% | -18.4% |
| 1Y | -11.1% | +31.0% | -42.2% | -21.5% |
| 3Y | +24.8% | +67.6% | -42.8% | -0.4% |
| All | +24.8% | +65.6% | -40.8% | -0.4% |
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 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