+12,981.4%
TDG vs KIM
+65.9%
+12,915.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.7% |
| 7D | -0.9% | -0.3% | -0.6% | -0.8% |
| 30D | -6.5% | -1.7% | -4.8% | -6.0% |
| 3M | -5.1% | -0.8% | -4.2% | -4.9% |
| 6M | -11.5% | +4.4% | -15.9% | -13.0% |
| YTD | -13.9% | +21.2% | -35.1% | -19.9% |
| 1Y | -11.5% | +10.5% | -22.0% | -15.0% |
| 3Y | +53.7% | +47.5% | +6.2% | +30.7% |
| 5Y | +135.5% | +37.1% | +98.4% | +104.6% |
| 10Y | +535.2% | +29.5% | +505.7% | +417.8% |
| All | +12,981.4% | +65.9% | +12,915.6% | +8,544.0% |
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