+194.4%
STT vs KIM
+63.0%
+131.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | +5.1% | -0.7% | +5.8% | +5.5% |
| 30D | -0.2% | +13.4% | -13.6% | -6.1% |
| 3M | -8.1% | +6.5% | -14.7% | -11.0% |
| 6M | +16.6% | +10.6% | +6.1% | +10.6% |
| YTD | +37.8% | +29.9% | +7.9% | +20.7% |
| 1Y | +46.8% | +29.6% | +17.3% | +28.7% |
| 3Y | +181.2% | +64.1% | +117.1% | +119.0% |
| 5Y | +105.1% | +35.3% | +69.8% | +73.9% |
| All | +194.4% | +63.0% | +131.4% | +82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling