+65.3%
T vs KIM
+29.1%
+36.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.5% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | +7.6% | -1.7% | +9.3% | +8.1% |
| 3M | +15.3% | -0.8% | +16.1% | +15.6% |
| 6M | -8.5% | +4.4% | -12.9% | -9.5% |
| YTD | +6.8% | +21.2% | -14.5% | +1.4% |
| 1Y | -7.2% | +10.5% | -17.8% | -9.8% |
| 3Y | +108.2% | +47.5% | +60.8% | +85.4% |
| 5Y | +66.1% | +37.1% | +29.0% | +49.0% |
| 10Y | +65.3% | +29.5% | +35.8% | +43.9% |
| All | +65.3% | +29.1% | +36.2% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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