+16.1%
STM vs KIM
+65.0%
-48.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.7% |
| 7D | +16.3% | -0.7% | +17.0% | +16.7% |
| 30D | -6.3% | +13.4% | -19.7% | -12.0% |
| 3M | -14.1% | +6.5% | -20.6% | -16.8% |
| 6M | -19.6% | +10.6% | -30.2% | -24.5% |
| YTD | +80.1% | +29.9% | +50.2% | +52.9% |
| 1Y | +95.4% | +29.6% | +65.8% | +66.0% |
| All | +16.1% | +65.0% | -48.9% | -14.8% |
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 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