+16,011.1%
STX vs KIM
+373.1%
+15,638.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | +2.4% | +0.4% | +1.9% | +2.2% |
| 30D | +1.4% | -4.0% | +5.4% | +2.8% |
| 3M | -8.2% | +0.5% | -8.8% | -9.2% |
| 6M | +127.0% | +3.6% | +123.4% | +122.0% |
| YTD | +209.1% | +20.4% | +188.7% | +184.9% |
| 1Y | +365.4% | +9.7% | +355.7% | +342.2% |
| 3Y | +1,135.4% | +46.0% | +1,089.4% | +947.1% |
| 5Y | +991.5% | +34.4% | +957.1% | +847.5% |
| 10Y | +3,695.8% | +29.3% | +3,666.5% | +2,899.9% |
| All | +16,011.1% | +373.1% | +15,638.0% | +4,960.5% |
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