+937.9%
STRL vs KIM
+34.6%
+903.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.4% | -3.2% |
| 7D | +15.7% | +0.1% | +15.5% | +15.6% |
| 30D | -35.5% | +14.1% | -49.6% | -39.9% |
| 3M | -47.1% | +6.0% | -53.1% | -49.0% |
| 6M | -65.8% | +13.2% | -79.0% | -68.4% |
| YTD | -4.5% | +30.4% | -34.9% | -18.2% |
| 1Y | -10.5% | +31.0% | -41.5% | -23.7% |
| 3Y | +340.6% | +67.6% | +273.0% | +218.0% |
| All | +937.9% | +34.6% | +903.4% | +725.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling