+743.1%
SW vs KIM
+65.3%
+677.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.6% | +0.5% | +3.8% |
| 7D | +12.1% | +10.6% | +1.5% | +11.2% |
| 30D | +6.6% | +17.5% | -10.9% | +5.2% |
| 3M | -6.0% | +4.7% | -10.7% | -6.4% |
| 6M | +21.5% | +13.1% | +8.3% | +20.3% |
| YTD | +20.3% | +32.1% | -11.7% | +17.8% |
| 1Y | +28.1% | +32.7% | -4.5% | +25.4% |
| 3Y | +51.6% | +59.2% | -7.6% | +46.8% |
| 5Y | -0.1% | +38.3% | -38.4% | -2.8% |
| 10Y | +189.7% | +69.0% | +120.7% | +173.6% |
| All | +743.1% | +65.3% | +677.7% | +749.7% |
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 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