-24.4%
TAP vs KIM
+57.8%
-82.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | +0.5% | +4.1% | -3.6% | -1.0% |
| 30D | +9.1% | +16.8% | -7.6% | +2.9% |
| 3M | -3.8% | +5.7% | -9.5% | -5.9% |
| 6M | -3.4% | +9.7% | -13.1% | -6.7% |
| YTD | -10.6% | +30.2% | -40.9% | -18.6% |
| 1Y | -4.4% | +32.1% | -36.5% | -13.4% |
| 3Y | -24.4% | +58.6% | -83.0% | -36.2% |
| All | -24.4% | +57.8% | -82.2% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling