-39.0%
TCOM vs KIM
+33.1%
-72.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.4% | +3.0% |
| 7D | +10.7% | +10.6% | +0.1% | +10.6% |
| 30D | +10.1% | +17.5% | -7.4% | +10.4% |
| 3M | -8.9% | +4.7% | -13.6% | -9.3% |
| 6M | -19.2% | +13.1% | -32.3% | -19.4% |
| YTD | -40.6% | +32.1% | -72.7% | -40.3% |
| 1Y | -39.0% | +32.7% | -71.7% | -38.8% |
| All | -39.0% | +33.1% | -72.2% | -38.8% |
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