+381.8%
STX vs KIM
+10.5%
+371.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.7% | +5.8% | +7.1% |
| 7D | +10.7% | -0.3% | +11.1% | +10.4% |
| 30D | +11.3% | -1.7% | +13.0% | +9.5% |
| 3M | +3.2% | -0.8% | +4.0% | +2.4% |
| 6M | +157.0% | +4.4% | +152.6% | +161.3% |
| YTD | +229.2% | +21.2% | +208.0% | +287.5% |
| 1Y | +381.8% | +10.5% | +371.3% | +437.4% |
| All | +381.8% | +10.5% | +371.4% | +437.4% |
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 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