+4,012.0%
SUI vs KIM
+1,603.1%
+2,408.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -1.2% | -4.0% | +2.8% | +0.7% |
| 3M | -1.7% | +0.5% | -2.3% | -2.0% |
| 6M | -10.5% | +3.6% | -14.1% | -12.1% |
| YTD | -1.8% | +20.4% | -22.3% | -10.2% |
| 1Y | -4.1% | +9.7% | -13.8% | -8.4% |
| 3Y | +11.3% | +46.0% | -34.7% | -7.8% |
| 5Y | -32.1% | +34.4% | -66.6% | -42.1% |
| 10Y | +110.4% | +29.3% | +81.1% | +59.1% |
| All | +4,012.0% | +1,603.1% | +2,408.9% | +1,262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling