+2,001.4%
TCOM vs KIM
+240.8%
+1,760.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | +2.2% | -1.0% | +3.2% | +2.5% |
| 30D | +12.5% | +14.8% | -2.3% | +7.1% |
| 3M | -5.6% | +8.1% | -13.8% | -8.3% |
| 6M | -16.5% | +11.7% | -28.1% | -20.0% |
| YTD | -39.4% | +30.7% | -70.1% | -45.3% |
| 1Y | -41.0% | +29.7% | -70.7% | -46.6% |
| 3Y | +29.2% | +65.1% | -35.9% | +5.5% |
| 5Y | +41.6% | +34.7% | +7.0% | +23.2% |
| 10Y | +6.6% | +64.1% | -57.5% | -22.8% |
| All | +2,001.4% | +240.8% | +1,760.6% | +819.8% |
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 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