+60.7%
TD vs KIM
+9.4%
+51.3%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.1% |
| 7D | -2.6% | -1.5% | -1.1% | -2.3% |
| 30D | -1.0% | -1.7% | +0.7% | -0.7% |
| 3M | +5.6% | -7.1% | +12.8% | +7.4% |
| 6M | +27.1% | +2.9% | +24.2% | +25.0% |
| YTD | +29.4% | +18.8% | +10.6% | +24.0% |
| 1Y | +60.7% | +9.4% | +51.3% | +55.7% |
| All | +60.7% | +9.4% | +51.3% | +55.7% |
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