+8,130.9%
TD vs KIM
+1,100.8%
+7,030.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +0.6% | -0.7% | +1.2% | +0.8% |
| 30D | +5.0% | +13.4% | -8.4% | +0.7% |
| 3M | +1.1% | +6.5% | -5.4% | -1.1% |
| 6M | +16.5% | +10.6% | +5.9% | +12.4% |
| YTD | +34.3% | +29.9% | +4.4% | +22.8% |
| 1Y | +52.9% | +29.6% | +23.3% | +39.9% |
| 3Y | +132.2% | +64.1% | +68.2% | +93.9% |
| 5Y | +101.9% | +35.3% | +66.6% | +77.3% |
| 10Y | +302.0% | +63.1% | +238.9% | +203.5% |
| All | +8,130.9% | +1,100.8% | +7,030.1% | +2,917.8% |
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