+263.8%
STLA vs KIM
+263.2%
+0.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | +2.6% | +0.4% | +2.2% | +2.4% |
| 30D | -1.2% | -4.0% | +2.7% | +0.4% |
| 3M | -24.8% | +0.5% | -25.3% | -25.2% |
| 6M | -25.6% | +3.6% | -29.2% | -26.9% |
| YTD | -48.9% | +20.4% | -69.4% | -53.1% |
| 1Y | -38.8% | +9.7% | -48.5% | -41.4% |
| 3Y | -64.5% | +46.0% | -110.5% | -70.0% |
| 5Y | -62.4% | +34.4% | -96.9% | -67.1% |
| 10Y | +55.4% | +29.3% | +26.1% | +22.3% |
| All | +263.8% | +263.2% | +0.6% | +129.1% |
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