+7.8%
TCOM vs KIM
+63.6%
-55.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +12.1% | +14.1% | -2.0% | +7.6% |
| 3M | -3.2% | +6.0% | -9.2% | -5.0% |
| 6M | -16.6% | +13.2% | -29.9% | -20.1% |
| YTD | -39.4% | +30.4% | -69.8% | -44.5% |
| 1Y | -41.5% | +31.0% | -72.6% | -46.6% |
| 3Y | +24.4% | +67.6% | -43.3% | +3.5% |
| 5Y | +41.6% | +35.8% | +5.8% | +25.0% |
| All | +7.8% | +63.6% | -55.8% | -22.9% |
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