+165.5%
SITM vs KIM
+10.4%
+155.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.2% | +6.7% | +6.5% |
| 7D | +9.7% | +0.4% | +9.3% | +9.8% |
| 30D | +12.7% | -4.0% | +16.7% | +11.7% |
| 3M | -13.4% | +0.5% | -14.0% | -15.6% |
| 6M | +59.6% | +3.6% | +56.0% | +53.2% |
| YTD | +73.3% | +20.4% | +52.9% | +63.1% |
| 1Y | +165.5% | +9.7% | +155.8% | +188.9% |
| All | +165.5% | +10.4% | +155.1% | +188.9% |
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 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