-71.5%
STRL vs KIM
+10.6%
-82.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.0% |
| 7D | -26.9% | +4.1% | -31.0% | -23.3% |
| 30D | -52.7% | +16.8% | -69.5% | -46.2% |
| 3M | -52.8% | +5.7% | -58.5% | -49.3% |
| 6M | -71.5% | +9.7% | -81.2% | -69.0% |
| All | -71.5% | +10.6% | -82.0% | -69.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling