+4.3%
TAP vs KIM
+34.4%
-30.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.3% | +0.4% | -2.7% | -2.5% |
| 30D | -2.1% | -4.0% | +1.8% | -0.7% |
| 3M | +6.6% | +0.5% | +6.1% | +6.5% |
| 6M | -11.5% | +3.6% | -15.1% | -12.6% |
| YTD | -10.3% | +20.4% | -30.7% | -16.1% |
| 1Y | -14.4% | +9.7% | -24.1% | -17.3% |
| 3Y | -28.3% | +46.0% | -74.3% | -38.5% |
| All | +4.3% | +34.4% | -30.2% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling