+3,319.5%
SITM vs KIM
+61.2%
+3,258.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.7% |
| 7D | +6.6% | +0.1% | +6.5% | +6.6% |
| 30D | -15.3% | +14.1% | -29.4% | -22.0% |
| 3M | -35.4% | +6.0% | -41.4% | -38.0% |
| 6M | -46.8% | +13.2% | -60.0% | -51.5% |
| YTD | +25.9% | +30.4% | -4.5% | +5.4% |
| 1Y | +54.0% | +31.0% | +23.0% | +28.5% |
| 3Y | +315.6% | +67.6% | +247.9% | +200.0% |
| 5Y | +74.4% | +35.8% | +38.7% | +45.4% |
| All | +3,319.5% | +61.2% | +3,258.4% | +2,991.0% |
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