+265.2%
SU vs KIM
+32.5%
+232.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +2.2% | -1.7% | +4.0% | +3.0% |
| 30D | +8.4% | -3.0% | +11.4% | +9.9% |
| 3M | +12.1% | -8.9% | +21.0% | +16.8% |
| 6M | +19.7% | +2.4% | +17.3% | +17.5% |
| YTD | +58.4% | +18.3% | +40.1% | +44.9% |
| 1Y | +67.2% | +8.2% | +59.1% | +59.3% |
| 3Y | +125.0% | +44.0% | +81.0% | +81.7% |
| 5Y | +355.1% | +37.3% | +317.7% | +266.5% |
| All | +265.2% | +32.5% | +232.7% | +141.0% |
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