-22.2%
TAP vs KIM
+65.6%
-87.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.1% |
| 7D | +1.3% | +0.1% | +1.1% | +1.2% |
| 30D | +5.7% | +14.1% | -8.4% | +0.5% |
| 3M | -1.9% | +6.0% | -7.9% | -4.2% |
| 6M | +0.9% | +13.2% | -12.3% | -3.5% |
| YTD | -9.5% | +30.4% | -39.9% | -17.6% |
| 1Y | -9.0% | +31.0% | -40.0% | -17.3% |
| 3Y | -22.2% | +67.6% | -89.9% | -34.7% |
| All | -22.2% | +65.6% | -87.8% | -34.7% |
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