+47.8%
STLA vs KIM
+29.1%
+18.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.7% | -3.4% |
| 7D | +0.7% | -0.3% | +1.1% | +0.9% |
| 30D | -2.4% | -1.7% | -0.6% | -1.7% |
| 3M | -23.9% | -0.8% | -23.1% | -23.9% |
| 6M | -24.6% | +4.4% | -29.0% | -26.4% |
| YTD | -50.5% | +21.2% | -71.8% | -54.9% |
| 1Y | -39.8% | +10.5% | -50.4% | -42.8% |
| 3Y | -65.6% | +47.5% | -113.1% | -71.4% |
| 5Y | -62.1% | +37.1% | -99.2% | -67.5% |
| 10Y | +47.8% | +29.5% | +18.3% | +3.6% |
| All | +47.8% | +29.1% | +18.7% | +3.6% |
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