+801.3%
TAP vs KIM
+3,350.7%
-2,549.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | -7.8% | +2.8% | -10.7% | -8.4% |
| 30D | +7.1% | +16.3% | -9.2% | +3.7% |
| 3M | -7.0% | +6.6% | -13.7% | -8.3% |
| 6M | -3.8% | +12.3% | -16.1% | -6.2% |
| YTD | -11.7% | +31.6% | -43.3% | -16.8% |
| 1Y | -10.1% | +31.5% | -41.6% | -15.3% |
| 3Y | -23.7% | +68.0% | -91.7% | -32.2% |
| 5Y | +2.9% | +38.7% | -35.8% | -5.6% |
| 10Y | -49.5% | +65.7% | -115.2% | -57.8% |
| All | +801.3% | +3,350.7% | -2,549.5% | +345.1% |
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