-22.3%
SYK vs KIM
+10.4%
-32.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -8.3% | +0.4% | -8.8% | -8.5% |
| 30D | -10.1% | -4.0% | -6.1% | -8.1% |
| 3M | +0.9% | +0.5% | +0.4% | +0.9% |
| 6M | -20.2% | +3.6% | -23.8% | -21.2% |
| YTD | -13.3% | +20.4% | -33.7% | -20.8% |
| 1Y | -22.3% | +9.7% | -32.0% | -26.3% |
| All | -22.3% | +10.4% | -32.8% | -26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling