+3.2%
TAP vs KIM
+31.1%
-27.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | +0.5% | +4.1% | -3.6% | -0.9% |
| 30D | +9.1% | +16.8% | -7.6% | +3.0% |
| 3M | -3.8% | +5.7% | -9.5% | -5.8% |
| 6M | -3.4% | +9.7% | -13.1% | -6.7% |
| YTD | -10.6% | +30.2% | -40.9% | -18.9% |
| 1Y | -4.4% | +32.1% | -36.5% | -13.8% |
| 3Y | -24.4% | +58.6% | -83.0% | -37.1% |
| All | +3.2% | +31.1% | -27.9% | -11.5% |
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