+79.1%
KIM vs TW
+206.7%
-127.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -1.7% | -4.5% | +2.7% | -0.7% |
| 30D | -3.0% | -2.3% | -0.7% | -2.5% |
| 3M | -8.9% | +2.6% | -11.5% | -9.8% |
| 6M | +2.4% | -17.5% | +19.9% | +6.4% |
| YTD | +18.3% | -5.3% | +23.6% | +18.5% |
| 1Y | +8.2% | -14.8% | +23.0% | +11.0% |
| 3Y | +44.0% | +18.8% | +25.2% | +32.9% |
| 5Y | +37.3% | +20.7% | +16.6% | +23.3% |
| All | +79.1% | +206.7% | -127.6% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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