+145.3%
SITM vs KIM
+9.4%
+135.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +1.8% |
| 7D | +4.8% | -1.5% | +6.3% | +4.5% |
| 30D | -9.7% | -1.7% | -8.0% | -10.0% |
| 3M | -9.3% | -7.1% | -2.2% | -10.5% |
| 6M | +69.5% | +2.9% | +66.6% | +62.0% |
| YTD | +70.5% | +18.8% | +51.7% | +59.2% |
| 1Y | +145.3% | +9.4% | +135.8% | +166.3% |
| All | +145.3% | +9.4% | +135.8% | +166.3% |
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