+121.3%
TD vs KIM
+45.1%
+76.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | -1.9% | -1.0% | -1.0% | -1.7% |
| 30D | -1.6% | -1.1% | -0.5% | -1.3% |
| 3M | +4.6% | -5.3% | +9.9% | +6.0% |
| 6M | +26.8% | +3.9% | +22.9% | +25.1% |
| YTD | +28.3% | +20.3% | +8.0% | +21.6% |
| 1Y | +60.4% | +10.4% | +50.0% | +55.5% |
| All | +121.3% | +45.1% | +76.2% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling