-51.4%
TAP vs KIM
+29.1%
-80.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.3% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | -9.4% | -1.7% | -7.7% | -8.9% |
| 3M | -0.8% | -0.8% | 0.0% | -0.5% |
| 6M | -14.7% | +4.4% | -19.1% | -16.0% |
| YTD | -13.9% | +21.2% | -35.2% | -19.4% |
| 1Y | -18.6% | +10.5% | -29.2% | -21.5% |
| 3Y | -32.0% | +47.5% | -79.5% | -41.3% |
| 5Y | -1.0% | +37.1% | -38.1% | -13.7% |
| 10Y | -51.4% | +29.5% | -80.8% | -59.0% |
| All | -51.4% | +29.1% | -80.5% | -59.0% |
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