+157.5%
STT vs KIM
+37.7%
+119.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.6% |
| 7D | +2.2% | -0.3% | +2.5% | +2.4% |
| 30D | +3.9% | -1.7% | +5.6% | +4.9% |
| 3M | +19.2% | -0.8% | +20.0% | +19.1% |
| 6M | +60.4% | +4.4% | +56.0% | +55.1% |
| YTD | +51.5% | +21.2% | +30.2% | +33.0% |
| 1Y | +76.3% | +10.5% | +65.7% | +63.8% |
| 3Y | +200.7% | +47.5% | +153.3% | +128.4% |
| 5Y | +157.5% | +37.1% | +120.4% | +107.5% |
| All | +157.5% | +37.7% | +119.7% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling