+123.8%
STX vs KIM
+33.1%
+90.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.6% | -11.7% | -4.3% |
| 7D | -20.2% | +10.6% | -30.8% | -11.1% |
| 30D | -37.2% | +17.5% | -54.7% | -25.4% |
| 3M | -34.1% | +4.7% | -38.8% | -29.7% |
| 6M | -24.5% | +13.1% | -37.6% | -14.3% |
| YTD | +102.9% | +32.1% | +70.9% | +174.4% |
| 1Y | +123.8% | +32.7% | +91.1% | +202.8% |
| All | +123.8% | +33.1% | +90.7% | +202.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling