+239.2%
STRL vs KIM
+57.8%
+181.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -26.9% | +4.1% | -31.0% | -28.0% |
| 30D | -52.7% | +16.8% | -69.5% | -55.5% |
| 3M | -52.8% | +5.7% | -58.5% | -53.8% |
| 6M | -71.5% | +9.7% | -81.2% | -72.8% |
| YTD | -17.4% | +30.2% | -47.7% | -27.3% |
| 1Y | -35.0% | +32.1% | -67.1% | -43.2% |
| 3Y | +239.2% | +58.6% | +180.6% | +155.4% |
| All | +239.2% | +57.8% | +181.4% | +155.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling