+17.0%
SUI vs KIM
+58.5%
-41.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.3% |
| 7D | +8.8% | +5.0% | +3.8% | +5.7% |
| 30D | +8.9% | +15.8% | -6.8% | 0.0% |
| 3M | +2.0% | +4.3% | -2.2% | -0.5% |
| 6M | -0.6% | +11.4% | -12.0% | -6.9% |
| YTD | +1.3% | +30.8% | -29.4% | -13.7% |
| 1Y | +1.3% | +31.4% | -30.2% | -14.0% |
| All | +17.0% | +58.5% | -41.5% | -14.0% |
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