+3,320.6%
SYY vs KIM
+3,058.9%
+261.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -2.3% | +0.4% | -2.7% | -2.4% |
| 30D | -4.9% | -4.0% | -1.0% | -3.9% |
| 3M | +8.4% | +0.5% | +7.8% | +8.2% |
| 6M | -7.4% | +3.6% | -11.0% | -8.4% |
| YTD | +11.0% | +20.4% | -9.4% | +5.2% |
| 1Y | -0.2% | +9.7% | -9.9% | -3.0% |
| 3Y | +23.8% | +46.0% | -22.2% | +10.0% |
| 5Y | +18.1% | +34.4% | -16.3% | +6.5% |
| 10Y | +94.6% | +29.3% | +65.3% | +65.7% |
| All | +3,320.6% | +3,058.9% | +261.7% | +1,817.9% |
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