+2,071.0%
STX vs KIM
+65.6%
+2,005.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.0% | +8.8% | +9.5% |
| 7D | -14.8% | +2.8% | -17.6% | -15.4% |
| 30D | -35.4% | +16.3% | -51.7% | -38.2% |
| 3M | -37.7% | +6.6% | -44.3% | -39.0% |
| 6M | -35.2% | +12.3% | -47.5% | -38.0% |
| YTD | +84.4% | +31.6% | +52.8% | +67.6% |
| 1Y | +82.3% | +31.5% | +50.7% | +65.5% |
| 3Y | +646.2% | +68.0% | +578.2% | +525.2% |
| 5Y | +487.4% | +38.7% | +448.7% | +418.3% |
| 10Y | +2,071.0% | +65.7% | +2,005.3% | +1,575.4% |
| All | +2,071.0% | +65.6% | +2,005.5% | +1,575.4% |
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