+7,436.8%
SYK vs KIM
+3,017.4%
+4,419.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.6% |
| 7D | -12.3% | -1.5% | -10.9% | -12.0% |
| 30D | -22.4% | -1.7% | -20.8% | -22.1% |
| 3M | -12.3% | -7.1% | -5.2% | -10.6% |
| 6M | -24.3% | +2.9% | -27.2% | -24.9% |
| YTD | -22.8% | +18.8% | -41.6% | -26.3% |
| 1Y | -28.8% | +9.4% | -38.2% | -30.6% |
| 3Y | -4.0% | +44.6% | -48.6% | -13.9% |
| 5Y | +3.8% | +37.9% | -34.1% | -6.2% |
| 10Y | +172.8% | +32.9% | +139.9% | +130.7% |
| All | +7,436.8% | +3,017.4% | +4,419.4% | +3,290.7% |
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