-24.4%
STRL vs KIM
+31.8%
-56.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.0% | +14.0% | +15.4% |
| 7D | -13.3% | +2.8% | -16.2% | -11.7% |
| 30D | -43.3% | +16.3% | -59.7% | -40.7% |
| 3M | -46.9% | +6.6% | -53.5% | -44.7% |
| 6M | -65.6% | +12.3% | -77.9% | -64.8% |
| YTD | -5.1% | +31.6% | -36.6% | +5.9% |
| All | -24.4% | +31.8% | -56.2% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling