+126.1%
TDG vs KIM
+35.1%
+91.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -2.7% | -1.5% | -1.2% | -2.0% |
| 30D | -9.3% | -1.7% | -7.6% | -8.6% |
| 3M | -7.1% | -7.1% | +0.1% | -4.2% |
| 6M | -11.2% | +2.9% | -14.0% | -12.5% |
| YTD | -15.3% | +18.8% | -34.1% | -21.9% |
| 1Y | -12.5% | +9.4% | -21.9% | -16.4% |
| 3Y | +51.2% | +44.6% | +6.6% | +22.9% |
| 5Y | +126.1% | +37.9% | +88.2% | +86.8% |
| All | +126.1% | +35.1% | +91.1% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling