+18.5%
SUI vs KIM
+65.6%
-47.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +3.7% | +14.1% | -10.4% | -3.9% |
| 3M | -0.4% | +6.0% | -6.4% | -3.8% |
| 6M | -2.8% | +13.2% | -16.0% | -9.7% |
| YTD | -1.6% | +30.4% | -32.0% | -16.0% |
| 1Y | -2.1% | +31.0% | -33.1% | -16.7% |
| 3Y | +18.5% | +67.6% | -49.1% | -15.7% |
| All | +18.5% | +65.6% | -47.1% | -15.7% |
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 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