+54.0%
SITM vs KIM
+30.6%
+23.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.3% |
| 7D | +6.6% | +0.1% | +6.5% | +6.7% |
| 30D | -15.3% | +14.1% | -29.4% | -9.2% |
| 3M | -35.4% | +6.0% | -41.4% | -32.4% |
| 6M | -46.8% | +13.2% | -60.0% | -46.1% |
| YTD | +25.9% | +30.4% | -4.5% | +25.6% |
| 1Y | +54.0% | +31.0% | +23.0% | +53.1% |
| All | +54.0% | +30.6% | +23.4% | +53.1% |
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