+7,178.3%
STRL vs KIM
+29.1%
+7,149.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +2.9% |
| 7D | +10.1% | -0.3% | +10.4% | +10.3% |
| 30D | -8.2% | -1.7% | -6.5% | -7.5% |
| 3M | -43.7% | -0.8% | -42.9% | -43.8% |
| 6M | +27.1% | +4.4% | +22.7% | +24.0% |
| YTD | +64.0% | +21.2% | +42.7% | +48.9% |
| 1Y | +75.2% | +10.5% | +64.6% | +65.5% |
| 3Y | +539.9% | +47.5% | +492.4% | +422.6% |
| 5Y | +2,133.0% | +37.1% | +2,095.9% | +1,759.3% |
| 10Y | +7,178.3% | +29.5% | +7,148.8% | +5,444.9% |
| All | +7,178.3% | +29.1% | +7,149.2% | +5,444.9% |
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