+2,285.7%
STM vs KIM
+1,403.9%
+881.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.0% | +1.9% |
| 7D | +5.8% | +0.4% | +5.4% | +5.6% |
| 30D | -1.0% | -4.0% | +3.0% | +0.5% |
| 3M | -33.3% | +0.5% | -33.8% | -33.8% |
| 6M | +57.4% | +3.6% | +53.7% | +54.4% |
| YTD | +102.2% | +20.4% | +81.8% | +86.5% |
| 1Y | +99.6% | +9.7% | +89.9% | +91.1% |
| 3Y | +14.5% | +46.0% | -31.5% | -2.5% |
| 5Y | +21.4% | +34.4% | -13.1% | +6.7% |
| 10Y | +695.0% | +29.3% | +665.7% | +533.3% |
| All | +2,285.7% | +1,403.9% | +881.9% | +620.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling