+16.3%
STZ vs KIM
+63.6%
-47.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +2.6% | +0.1% | +2.4% | +2.5% |
| 30D | +15.2% | +14.1% | +1.1% | +10.4% |
| 3M | +7.6% | +6.0% | +1.6% | +5.6% |
| 6M | +5.3% | +13.2% | -8.0% | +1.1% |
| YTD | +8.6% | +30.4% | -21.7% | -0.3% |
| 1Y | +15.6% | +31.0% | -15.5% | +5.8% |
| 3Y | -35.2% | +67.6% | -102.8% | -45.6% |
| 5Y | -29.1% | +35.8% | -64.9% | -37.5% |
| All | +16.3% | +63.6% | -47.3% | -17.2% |
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 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