+7,518.6%
STLD vs KIM
+1,098.4%
+6,420.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -11.1% | +4.1% | -15.2% | -13.0% |
| 30D | -4.8% | +16.8% | -21.6% | -12.2% |
| 3M | -14.6% | +5.7% | -20.2% | -17.3% |
| 6M | -7.4% | +9.7% | -17.1% | -12.2% |
| YTD | +32.6% | +30.2% | +2.3% | +14.9% |
| 1Y | +47.3% | +32.1% | +15.2% | +26.6% |
| 3Y | +107.5% | +58.6% | +48.9% | +59.9% |
| 5Y | +268.8% | +31.2% | +237.7% | +209.2% |
| 10Y | +883.3% | +66.7% | +816.6% | +543.2% |
| All | +7,518.6% | +1,098.4% | +6,420.2% | +1,964.0% |
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