+355.7%
SU vs KIM
+35.1%
+320.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +1.7% | -1.5% | +3.1% | +2.1% |
| 30D | +9.6% | -1.7% | +11.3% | +10.2% |
| 3M | +11.7% | -7.1% | +18.9% | +14.3% |
| 6M | +21.9% | +2.9% | +19.0% | +20.1% |
| YTD | +58.6% | +18.8% | +39.8% | +47.9% |
| 1Y | +66.5% | +9.4% | +57.1% | +59.9% |
| 3Y | +121.4% | +44.6% | +76.8% | +87.1% |
| 5Y | +355.7% | +37.9% | +317.8% | +288.4% |
| All | +355.7% | +35.1% | +320.7% | +288.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling