-33.7%
STX vs KIM
+11.4%
-45.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.2% | +10.2% | +9.7% |
| 7D | -1.0% | -1.0% | 0.0% | -2.7% |
| 30D | -26.8% | +14.8% | -41.5% | -10.2% |
| 3M | -32.7% | +8.1% | -40.9% | -23.8% |
| 6M | -33.7% | +11.7% | -45.4% | -23.6% |
| All | -33.7% | +11.4% | -45.1% | -23.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling