+3,181.0%
SYY vs KIM
+3,307.9%
-126.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | -3.5% | +13.4% | -16.9% | -6.9% |
| 3M | -9.3% | +6.5% | -15.9% | -10.9% |
| 6M | +5.9% | +10.6% | -4.7% | +2.9% |
| YTD | +6.5% | +29.9% | -23.5% | -1.3% |
| 1Y | +4.0% | +29.6% | -25.5% | -3.5% |
| 3Y | +23.0% | +64.1% | -41.1% | +5.9% |
| 5Y | +14.3% | +35.3% | -20.9% | +3.0% |
| 10Y | +85.8% | +63.1% | +22.7% | +50.3% |
| All | +3,181.0% | +3,307.9% | -126.9% | +1,700.8% |
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