+96.5%
STM vs KIM
+33.1%
+63.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.6% | -9.6% | -5.5% |
| 7D | -6.0% | +10.6% | -16.6% | -4.9% |
| 30D | -20.9% | +17.5% | -38.4% | -19.6% |
| 3M | -15.8% | +4.7% | -20.5% | -14.4% |
| 6M | -17.0% | +13.1% | -30.2% | -16.5% |
| YTD | +76.8% | +32.1% | +44.7% | +76.0% |
| 1Y | +96.5% | +32.7% | +63.8% | +95.3% |
| All | +96.5% | +33.1% | +63.4% | +95.3% |
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