+33.9%
KIM vs TW
+41.2%
-7.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | +0.1% | +3.9% | -3.8% | -0.6% |
| 30D | +14.1% | +19.9% | -5.8% | +10.1% |
| 3M | +6.0% | +25.9% | -20.0% | +1.1% |
| 6M | +13.2% | +21.1% | -7.9% | +8.6% |
| YTD | +30.4% | +23.9% | +6.5% | +23.6% |
| 1Y | +31.0% | +21.2% | +9.8% | +24.9% |
| 3Y | +67.6% | +44.8% | +22.8% | +47.9% |
| All | +33.9% | +41.2% | -7.3% | +14.4% |
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