-11.1%
TAP vs KIM
+31.8%
-42.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.8% |
| 7D | -7.8% | +2.8% | -10.7% | -9.3% |
| 30D | +7.1% | +16.3% | -9.2% | -1.2% |
| 3M | -7.0% | +6.6% | -13.7% | -10.5% |
| 6M | -3.8% | +12.3% | -16.1% | -8.7% |
| YTD | -11.7% | +31.6% | -43.3% | -19.8% |
| All | -11.1% | +31.8% | -42.8% | -19.6% |
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