-49.5%
TAP vs KIM
+65.6%
-115.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -7.8% | +2.8% | -10.7% | -8.7% |
| 30D | +7.1% | +16.3% | -9.2% | +1.8% |
| 3M | -7.0% | +6.6% | -13.7% | -9.0% |
| 6M | -3.8% | +12.3% | -16.1% | -7.5% |
| YTD | -11.7% | +31.6% | -43.3% | -19.6% |
| 1Y | -10.1% | +31.5% | -41.6% | -18.2% |
| 3Y | -23.7% | +68.0% | -91.7% | -36.8% |
| 5Y | +2.9% | +38.7% | -35.8% | -10.5% |
| 10Y | -49.5% | +65.7% | -115.2% | -63.1% |
| All | -49.5% | +65.6% | -115.1% | -63.1% |
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