+82.2%
KIM vs TW
+221.1%
-138.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +0.4% | -2.3% | +2.7% | +0.9% |
| 30D | -4.0% | +3.9% | -7.9% | -4.9% |
| 3M | +0.5% | +5.7% | -5.2% | -1.2% |
| 6M | +3.6% | -14.5% | +18.1% | +6.8% |
| YTD | +20.4% | -0.9% | +21.3% | +19.3% |
| 1Y | +9.7% | -13.5% | +23.2% | +12.3% |
| 3Y | +46.0% | +25.0% | +21.0% | +33.1% |
| 5Y | +34.4% | +22.7% | +11.8% | +20.3% |
| All | +82.2% | +221.1% | -138.9% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling