+4,934.9%
STT vs KIM
+3,058.9%
+1,875.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.3% |
| 7D | +0.5% | +0.4% | +0.1% | +0.2% |
| 30D | +3.9% | -4.0% | +7.8% | +6.1% |
| 3M | +20.0% | +0.5% | +19.4% | +19.1% |
| 6M | +55.3% | +3.6% | +51.7% | +51.5% |
| YTD | +53.3% | +20.4% | +32.9% | +37.5% |
| 1Y | +74.7% | +9.7% | +65.0% | +64.5% |
| 3Y | +205.8% | +46.0% | +159.8% | +143.8% |
| 5Y | +145.0% | +34.4% | +110.6% | +102.6% |
| 10Y | +266.0% | +29.3% | +236.7% | +169.6% |
| All | +4,934.9% | +3,058.9% | +1,875.9% | +1,175.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling