+189.9%
STLA vs KIM
+292.7%
-102.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -4.5% | +4.1% | -8.6% | -6.1% |
| 30D | -3.9% | +16.8% | -20.7% | -10.1% |
| 3M | -20.2% | +5.7% | -25.9% | -22.1% |
| 6M | -42.2% | +9.7% | -51.9% | -44.7% |
| YTD | -59.3% | +30.2% | -89.5% | -63.8% |
| 1Y | -56.1% | +32.1% | -88.2% | -61.1% |
| 3Y | -73.7% | +58.6% | -132.2% | -78.4% |
| 5Y | -70.3% | +31.2% | -101.4% | -73.9% |
| 10Y | +23.1% | +66.7% | -43.6% | -11.3% |
| All | +189.9% | +292.7% | -102.8% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling