+117.8%
SUI vs KIM
+64.5%
+53.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.3% |
| 7D | +6.2% | +4.1% | +2.1% | +4.6% |
| 30D | +8.6% | +16.8% | -8.2% | +2.2% |
| 3M | +1.0% | +5.7% | -4.7% | -1.1% |
| 6M | -2.6% | +9.7% | -12.3% | -6.1% |
| YTD | -0.1% | +30.2% | -30.4% | -9.9% |
| 1Y | +0.5% | +32.1% | -31.6% | -9.9% |
| 3Y | +15.3% | +58.6% | -43.3% | -3.9% |
| 5Y | -26.1% | +31.2% | -57.3% | -34.5% |
| All | +117.8% | +64.5% | +53.3% | +68.5% |
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