+7,930.8%
TD vs KIM
+1,013.1%
+6,917.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +0.4% | -4.0% | +4.4% | +1.7% |
| 3M | +7.6% | +0.5% | +7.1% | +7.2% |
| 6M | +25.0% | +3.6% | +21.4% | +23.3% |
| YTD | +31.0% | +20.4% | +10.6% | +22.9% |
| 1Y | +65.2% | +9.7% | +55.5% | +59.5% |
| 3Y | +122.5% | +46.0% | +76.5% | +92.8% |
| 5Y | +124.8% | +34.4% | +90.4% | +97.5% |
| 10Y | +298.2% | +29.3% | +268.9% | +223.6% |
| All | +7,930.8% | +1,013.1% | +6,917.8% | +2,919.7% |
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 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