+15.3%
SUI vs KIM
+57.8%
-42.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.2% |
| 7D | +6.2% | +4.1% | +2.1% | +3.8% |
| 30D | +8.6% | +16.8% | -8.2% | -0.8% |
| 3M | +1.0% | +5.7% | -4.7% | -2.3% |
| 6M | -2.6% | +9.7% | -12.3% | -7.9% |
| YTD | -0.1% | +30.2% | -30.4% | -14.7% |
| 1Y | +0.5% | +32.1% | -31.6% | -14.9% |
| 3Y | +15.3% | +58.6% | -43.3% | -15.0% |
| All | +15.3% | +57.8% | -42.6% | -15.0% |
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 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