-32.8%
STZ vs KIM
+34.4%
-67.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.9% | +0.4% | -2.3% | -2.1% |
| 30D | -1.9% | -4.0% | +2.1% | -0.5% |
| 3M | -6.2% | +0.5% | -6.8% | -6.4% |
| 6M | -14.0% | +3.6% | -17.6% | -15.0% |
| YTD | -5.1% | +20.4% | -25.5% | -11.0% |
| 1Y | -9.6% | +9.7% | -19.3% | -12.6% |
| 3Y | -47.2% | +46.0% | -93.2% | -53.9% |
| All | -32.8% | +34.4% | -67.2% | -40.6% |
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