-28.4%
STZ vs KIM
+31.2%
-59.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.3% |
| 7D | +11.8% | +5.0% | +6.8% | +9.9% |
| 30D | +26.0% | +15.8% | +10.2% | +19.5% |
| 3M | +11.5% | +4.3% | +7.3% | +9.8% |
| 6M | -2.0% | +11.4% | -13.3% | -5.7% |
| YTD | +7.9% | +30.8% | -22.9% | -2.0% |
| 1Y | +13.9% | +31.4% | -17.5% | +3.3% |
| 3Y | -35.8% | +57.7% | -93.5% | -45.5% |
| 5Y | -28.4% | +31.7% | -60.1% | -36.7% |
| All | -28.4% | +31.2% | -59.7% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling