+8,135.6%
TD vs KIM
+1,111.2%
+7,024.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -0.7% | +2.8% | -3.5% | -1.6% |
| 30D | +7.6% | +15.9% | -8.3% | +2.5% |
| 3M | +3.0% | +7.8% | -4.8% | +0.4% |
| 6M | +16.8% | +11.9% | +5.0% | +12.3% |
| YTD | +34.3% | +31.0% | +3.3% | +22.6% |
| 1Y | +56.0% | +32.3% | +23.6% | +41.7% |
| 3Y | +132.4% | +65.5% | +66.9% | +93.5% |
| 5Y | +103.7% | +37.2% | +66.4% | +78.0% |
| 10Y | +299.2% | +63.9% | +235.2% | +200.8% |
| All | +8,135.6% | +1,111.2% | +7,024.4% | +2,911.1% |
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