-43.8%
TCOM vs KIM
+9.1%
-52.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -9.5% | -0.8% | -8.8% | -9.5% |
| 30D | -10.7% | -5.1% | -5.6% | -10.9% |
| 3M | -14.6% | -0.6% | -14.0% | -14.9% |
| 6M | -19.3% | +2.4% | -21.7% | -19.7% |
| YTD | -42.9% | +19.0% | -62.0% | -43.3% |
| 1Y | -43.8% | +8.4% | -52.2% | -43.1% |
| All | -43.8% | +9.1% | -52.9% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling