+266.4%
STT vs KIM
+29.7%
+236.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +1.0% | -1.0% | +1.9% | +1.4% |
| 30D | +2.8% | -1.1% | +3.9% | +3.3% |
| 3M | +18.1% | -5.3% | +23.5% | +20.8% |
| 6M | +59.2% | +3.9% | +55.3% | +55.6% |
| YTD | +51.5% | +20.3% | +31.2% | +37.8% |
| 1Y | +75.7% | +10.4% | +65.2% | +66.2% |
| 3Y | +200.8% | +46.3% | +154.4% | +147.4% |
| 5Y | +155.8% | +37.6% | +118.2% | +116.1% |
| 10Y | +266.4% | +34.5% | +231.9% | +145.5% |
| All | +266.4% | +29.7% | +236.7% | +145.5% |
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