+172.4%
SITM vs KIM
+37.3%
+135.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.8% |
| 7D | +3.7% | -1.0% | +4.7% | +4.5% |
| 30D | -14.5% | -1.1% | -13.4% | -13.8% |
| 3M | -10.6% | -5.3% | -5.2% | -7.9% |
| 6M | +65.5% | +3.9% | +61.6% | +56.1% |
| YTD | +67.0% | +20.3% | +46.7% | +36.6% |
| 1Y | +138.6% | +10.4% | +128.2% | +110.7% |
| 3Y | +421.8% | +46.3% | +375.5% | +237.4% |
| 5Y | +172.4% | +37.6% | +134.9% | +112.8% |
| All | +172.4% | +37.3% | +135.1% | +112.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling