+3,988.2%
STRL vs KIM
+65.6%
+3,922.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.0% | +14.0% | +14.5% |
| 7D | -13.3% | +2.8% | -16.2% | -14.7% |
| 30D | -43.3% | +16.3% | -59.7% | -47.5% |
| 3M | -46.9% | +6.6% | -53.5% | -48.8% |
| 6M | -65.6% | +12.3% | -77.9% | -67.9% |
| YTD | -5.1% | +31.6% | -36.6% | -17.6% |
| 1Y | -23.1% | +31.5% | -54.6% | -33.3% |
| 3Y | +346.8% | +68.0% | +278.8% | +241.0% |
| 5Y | +907.2% | +38.7% | +868.5% | +729.5% |
| 10Y | +3,988.2% | +65.7% | +3,922.5% | +2,446.6% |
| All | +3,988.2% | +65.6% | +3,922.6% | +2,446.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling