-38.8%
STLA vs KIM
+9.1%
-47.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.8% |
| 7D | +2.6% | -0.8% | +3.3% | +2.8% |
| 30D | -1.2% | -5.1% | +3.9% | +1.1% |
| 3M | -24.8% | -0.6% | -24.1% | -25.9% |
| 6M | -25.6% | +2.4% | -28.0% | -28.4% |
| YTD | -48.9% | +19.0% | -68.0% | -56.0% |
| 1Y | -38.8% | +8.4% | -47.2% | -42.8% |
| All | -38.8% | +9.1% | -47.9% | -42.8% |
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 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