-57.3%
STLA vs KIM
+31.8%
-89.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -6.4% | +2.8% | -9.2% | -7.3% |
| 30D | -1.3% | +16.3% | -17.7% | -6.7% |
| 3M | -19.9% | +6.6% | -26.6% | -21.8% |
| 6M | -42.9% | +12.3% | -55.2% | -46.8% |
| YTD | -59.4% | +31.6% | -91.0% | -65.8% |
| All | -57.3% | +31.8% | -89.1% | -64.7% |
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