+8,652.1%
STX vs KIM
+411.5%
+8,240.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -28.5% | +4.1% | -32.6% | -29.6% |
| 30D | -42.9% | +16.8% | -59.7% | -46.2% |
| 3M | -45.9% | +5.7% | -51.6% | -47.2% |
| 6M | -41.3% | +9.7% | -51.0% | -44.0% |
| YTD | +67.9% | +30.2% | +37.7% | +49.8% |
| 1Y | +66.5% | +32.1% | +34.4% | +47.5% |
| 3Y | +588.0% | +58.6% | +529.4% | +464.5% |
| 5Y | +449.1% | +31.2% | +417.9% | +379.3% |
| 10Y | +1,982.8% | +66.7% | +1,916.2% | +1,389.2% |
| All | +8,652.1% | +411.5% | +8,240.6% | +2,560.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling