+86.7%
SYY vs KIM
+63.6%
+23.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -4.8% | +14.1% | -18.9% | -10.8% |
| 3M | -7.1% | +6.0% | -13.1% | -9.7% |
| 6M | +6.8% | +13.2% | -6.4% | +0.3% |
| YTD | +7.7% | +30.4% | -22.7% | -5.9% |
| 1Y | +5.7% | +31.0% | -25.4% | -7.9% |
| 3Y | +24.6% | +67.6% | -43.1% | -6.1% |
| 5Y | +15.6% | +35.8% | -20.1% | -5.4% |
| All | +86.7% | +63.6% | +23.1% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling