+37.6%
KIM vs TW
+20.0%
+17.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | -0.5% | -0.4% | -0.9% |
| 30D | -1.1% | -0.6% | -0.5% | -1.0% |
| 3M | -5.3% | +3.4% | -8.7% | -6.4% |
| 6M | +3.9% | -18.4% | +22.4% | +8.3% |
| YTD | +20.3% | -3.9% | +24.2% | +20.0% |
| 1Y | +10.4% | -13.3% | +23.8% | +13.0% |
| 3Y | +46.3% | +20.8% | +25.5% | +32.4% |
| 5Y | +37.6% | +20.3% | +17.3% | +23.3% |
| All | +37.6% | +20.0% | +17.5% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling