+44.7%
KIM vs TW
+20.3%
+24.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -1.5% | -2.7% | +1.2% | -1.2% |
| 30D | -1.7% | -1.7% | +0.1% | -1.5% |
| 3M | -7.1% | +1.6% | -8.7% | -7.4% |
| 6M | +2.9% | -17.7% | +20.6% | +5.5% |
| YTD | +18.8% | -4.3% | +23.2% | +18.8% |
| 1Y | +9.4% | -13.1% | +22.5% | +11.0% |
| All | +44.7% | +20.3% | +24.4% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling