+168.1%
STT vs KIM
+57.8%
+110.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -2.5% | +4.1% | -6.6% | -4.3% |
| 30D | -5.0% | +16.8% | -21.8% | -11.7% |
| 3M | -10.5% | +5.7% | -16.2% | -12.9% |
| 6M | +10.0% | +9.7% | +0.3% | +4.6% |
| YTD | +30.7% | +30.2% | +0.5% | +12.6% |
| 1Y | +43.8% | +32.1% | +11.7% | +22.8% |
| 3Y | +168.1% | +58.6% | +109.5% | +110.2% |
| All | +168.1% | +57.8% | +110.3% | +110.2% |
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