-4.6%
STM vs KIM
+34.6%
-39.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +12.0% | +0.1% | +11.9% | +12.0% |
| 30D | -0.4% | +14.1% | -14.5% | -8.5% |
| 3M | -13.2% | +6.0% | -19.2% | -16.6% |
| 6M | -26.1% | +13.2% | -39.3% | -32.6% |
| YTD | +81.2% | +30.4% | +50.8% | +49.5% |
| 1Y | +98.3% | +31.0% | +67.3% | +63.0% |
| 3Y | +16.7% | +67.6% | -50.9% | -20.9% |
| All | -4.6% | +34.6% | -39.1% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling