+782.2%
STLD vs KIM
+65.6%
+716.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.6% |
| 7D | -9.7% | +2.8% | -12.5% | -10.8% |
| 30D | -4.5% | +16.3% | -20.9% | -11.1% |
| 3M | -13.1% | +6.6% | -19.7% | -15.9% |
| 6M | -2.8% | +12.3% | -15.1% | -8.2% |
| YTD | +35.3% | +31.6% | +3.8% | +18.6% |
| 1Y | +51.4% | +31.5% | +19.9% | +32.5% |
| 3Y | +117.9% | +68.0% | +50.0% | +68.3% |
| 5Y | +272.6% | +38.7% | +233.9% | +211.2% |
| 10Y | +782.2% | +65.7% | +716.5% | +513.8% |
| All | +782.2% | +65.6% | +716.6% | +513.8% |
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