-47.6%
TAP vs KIM
+63.9%
-111.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -8.0% | -1.0% | -7.0% | -7.7% |
| 30D | +4.1% | +14.8% | -10.7% | -0.7% |
| 3M | -4.4% | +8.1% | -12.5% | -6.9% |
| 6M | -1.9% | +11.7% | -13.6% | -5.5% |
| YTD | -12.1% | +30.7% | -42.8% | -19.7% |
| 1Y | -12.0% | +29.7% | -41.8% | -19.6% |
| 3Y | -25.0% | +65.1% | -90.1% | -37.5% |
| 5Y | -1.1% | +34.7% | -35.7% | -13.2% |
| 10Y | -47.6% | +64.1% | -111.7% | -61.4% |
| All | -47.6% | +63.9% | -111.5% | -61.4% |
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