+19.8%
STLA vs KIM
+65.6%
-45.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.7% |
| 7D | -6.4% | +2.8% | -9.2% | -7.5% |
| 30D | -1.3% | +16.3% | -17.7% | -7.9% |
| 3M | -19.9% | +6.6% | -26.6% | -22.3% |
| 6M | -42.9% | +12.3% | -55.2% | -46.1% |
| YTD | -59.4% | +31.6% | -91.0% | -64.4% |
| 1Y | -56.8% | +31.5% | -88.3% | -62.1% |
| 3Y | -73.1% | +68.0% | -141.1% | -78.8% |
| 5Y | -70.1% | +38.7% | -108.8% | -74.5% |
| 10Y | +19.8% | +65.7% | -45.9% | -24.3% |
| All | +19.8% | +65.6% | -45.8% | -24.3% |
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 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