-1.6%
SW vs KIM
+31.2%
-32.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | +4.7% | +5.0% | -0.3% | +2.5% |
| 30D | +5.0% | +15.8% | -10.8% | -1.3% |
| 3M | -7.3% | +4.3% | -11.6% | -9.0% |
| 6M | +15.0% | +11.4% | +3.6% | +9.9% |
| YTD | +18.5% | +30.8% | -12.3% | +5.9% |
| 1Y | +27.1% | +31.4% | -4.3% | +13.3% |
| 3Y | +49.3% | +57.7% | -8.3% | +25.6% |
| 5Y | -1.6% | +31.7% | -33.4% | -18.4% |
| All | -1.6% | +31.2% | -32.9% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling