+664.5%
STM vs KIM
+29.7%
+634.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +1.7% | -1.0% | +2.6% | +2.0% |
| 30D | -5.2% | -1.1% | -4.1% | -4.8% |
| 3M | -29.6% | -5.3% | -24.3% | -28.4% |
| 6M | +54.4% | +3.9% | +50.4% | +51.4% |
| YTD | +99.5% | +20.3% | +79.2% | +84.7% |
| 1Y | +100.8% | +10.4% | +90.3% | +92.0% |
| 3Y | +20.2% | +46.3% | -26.2% | +3.2% |
| 5Y | +21.1% | +37.6% | -16.4% | +6.9% |
| 10Y | +664.5% | +34.5% | +630.0% | +457.1% |
| All | +664.5% | +29.7% | +634.8% | +457.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling