+812.1%
TAP vs KIM
+3,315.9%
-2,503.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | +0.5% | +4.1% | -3.6% | -0.3% |
| 30D | +9.1% | +16.8% | -7.6% | +5.6% |
| 3M | -3.8% | +5.7% | -9.5% | -4.9% |
| 6M | -3.4% | +9.7% | -13.1% | -5.3% |
| YTD | -10.6% | +30.2% | -40.9% | -15.6% |
| 1Y | -4.4% | +32.1% | -36.5% | -10.0% |
| 3Y | -24.4% | +58.6% | -83.0% | -32.0% |
| 5Y | +2.1% | +31.2% | -29.1% | -5.2% |
| 10Y | -48.7% | +66.7% | -115.4% | -57.1% |
| All | +812.1% | +3,315.9% | -2,503.8% | +351.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling