+207.3%
STT vs KIM
+46.2%
+161.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +0.5% | +0.4% | +0.1% | +0.2% |
| 30D | +3.9% | -4.0% | +7.8% | +5.8% |
| 3M | +20.0% | +0.5% | +19.4% | +19.0% |
| 6M | +55.3% | +3.6% | +51.7% | +51.4% |
| YTD | +53.3% | +20.4% | +32.9% | +37.4% |
| 1Y | +74.7% | +9.7% | +65.0% | +64.7% |
| All | +207.3% | +46.2% | +161.1% | +151.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling