-10.8%
TAP vs KIM
+31.2%
-42.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | -4.5% | +2.8% | -7.3% | -6.0% |
| 30D | +7.5% | +15.9% | -8.4% | -0.6% |
| 3M | -4.9% | +7.8% | -12.7% | -8.9% |
| 6M | -3.5% | +11.9% | -15.4% | -8.2% |
| YTD | -11.4% | +31.0% | -42.5% | -19.3% |
| 1Y | -10.8% | +32.3% | -43.1% | -19.1% |
| All | -10.8% | +31.2% | -42.0% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling