+1.1%
STZ vs KIM
+64.5%
-63.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +4.9% | +4.1% | +0.8% | +3.6% |
| 30D | +20.9% | +16.8% | +4.1% | +15.0% |
| 3M | +8.0% | +5.7% | +2.3% | +6.1% |
| 6M | -5.3% | +9.7% | -15.0% | -8.1% |
| YTD | +5.9% | +30.2% | -24.3% | -2.8% |
| 1Y | +14.2% | +32.1% | -17.9% | +4.3% |
| 3Y | -37.0% | +58.6% | -95.6% | -46.2% |
| 5Y | -29.7% | +31.2% | -60.9% | -37.4% |
| All | +1.1% | +64.5% | -63.4% | -28.8% |
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