+24,224.5%
STRL vs KIM
+3,058.9%
+21,165.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.2% | +5.9% | +5.8% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | -9.2% | -4.0% | -5.3% | -7.9% |
| 3M | -51.0% | +0.5% | -51.6% | -51.4% |
| 6M | +15.8% | +3.6% | +12.2% | +13.8% |
| YTD | +58.9% | +20.4% | +38.4% | +47.0% |
| 1Y | +68.5% | +9.7% | +58.8% | +61.3% |
| 3Y | +485.2% | +46.0% | +439.2% | +398.1% |
| 5Y | +2,005.1% | +34.4% | +1,970.7% | +1,731.5% |
| 10Y | +7,118.0% | +29.3% | +7,088.7% | +5,784.6% |
| All | +24,224.5% | +3,058.9% | +21,165.6% | +4,935.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling