+14,980.0%
STRL vs KIM
+3,307.9%
+11,672.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +23.4% | -0.7% | +24.1% | +23.8% |
| 30D | -39.5% | +13.4% | -52.9% | -42.7% |
| 3M | -45.1% | +6.5% | -51.6% | -46.8% |
| 6M | -64.6% | +10.6% | -75.2% | -66.4% |
| YTD | -1.5% | +29.9% | -31.4% | -12.1% |
| 1Y | -20.8% | +29.6% | -50.3% | -29.3% |
| 3Y | +353.1% | +64.1% | +289.1% | +266.0% |
| 5Y | +942.9% | +35.3% | +907.6% | +800.3% |
| 10Y | +3,847.6% | +63.1% | +3,784.6% | +2,842.4% |
| All | +14,980.0% | +3,307.9% | +11,672.1% | +2,910.7% |
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