+118.1%
SUI vs KIM
+65.6%
+52.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | +3.0% | +2.8% | +0.2% | +1.9% |
| 30D | +5.6% | +16.3% | -10.8% | -0.5% |
| 3M | +0.9% | +6.6% | -5.7% | -1.6% |
| 6M | -2.6% | +12.3% | -14.9% | -6.9% |
| YTD | -0.1% | +31.6% | -31.7% | -10.3% |
| 1Y | -1.4% | +31.5% | -32.9% | -11.5% |
| 3Y | +19.8% | +68.0% | -48.2% | -2.2% |
| 5Y | -25.8% | +38.7% | -64.5% | -35.3% |
| 10Y | +118.1% | +65.7% | +52.4% | +66.7% |
| All | +118.1% | +65.6% | +52.5% | +66.7% |
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