+2,038.9%
STX vs KIM
+63.0%
+1,975.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +16.8% | -0.7% | +17.5% | +17.1% |
| 30D | -27.0% | +13.4% | -40.4% | -29.7% |
| 3M | -37.9% | +6.5% | -44.4% | -39.2% |
| 6M | -32.5% | +10.6% | -43.1% | -35.1% |
| YTD | +98.6% | +29.9% | +68.7% | +81.2% |
| 1Y | +93.6% | +29.6% | +64.0% | +76.6% |
| 3Y | +699.1% | +64.1% | +635.0% | +574.1% |
| 5Y | +481.0% | +35.3% | +445.7% | +416.0% |
| All | +2,038.9% | +63.0% | +1,975.9% | +1,538.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling