+4.9%
STM vs KIM
+57.8%
-52.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.9% | +4.6% |
| 7D | -10.7% | +4.1% | -14.8% | -12.5% |
| 30D | -25.7% | +16.8% | -42.5% | -31.4% |
| 3M | -21.6% | +5.7% | -27.3% | -23.8% |
| 6M | -27.8% | +9.7% | -37.5% | -31.9% |
| YTD | +61.8% | +30.2% | +31.5% | +37.1% |
| 1Y | +78.1% | +32.1% | +46.0% | +49.4% |
| 3Y | +4.9% | +58.6% | -53.7% | -21.1% |
| All | +4.9% | +57.8% | -52.9% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling