-12.3%
TCOM vs KIM
+33.1%
-45.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -6.5% | -1.5% | -5.0% | -6.1% |
| 30D | -16.2% | -1.7% | -14.5% | -15.8% |
| 3M | -19.3% | -7.1% | -12.2% | -17.6% |
| 6M | -27.2% | +2.9% | -30.1% | -28.1% |
| YTD | -46.2% | +18.8% | -65.0% | -49.3% |
| 1Y | -46.6% | +9.4% | -56.0% | -48.5% |
| 3Y | +8.4% | +44.6% | -36.2% | -5.8% |
| 5Y | +25.8% | +37.9% | -12.1% | +10.4% |
| All | -12.3% | +33.1% | -45.3% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling