+51.6%
SW vs KIM
+60.1%
-8.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +2.1% |
| 7D | +12.1% | +10.6% | +1.5% | +6.1% |
| 30D | +6.6% | +17.5% | -10.9% | -2.3% |
| 3M | -6.0% | +4.7% | -10.7% | -8.4% |
| 6M | +21.5% | +13.1% | +8.3% | +13.6% |
| YTD | +20.3% | +32.1% | -11.7% | +3.5% |
| 1Y | +28.1% | +32.7% | -4.5% | +10.0% |
| All | +51.6% | +60.1% | -8.5% | +26.6% |
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