+467.2%
TDY vs KIM
+32.5%
+434.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.7% | +1.4% |
| 7D | -1.1% | -1.7% | +0.6% | -0.5% |
| 30D | -12.0% | -3.0% | -9.1% | -11.1% |
| 3M | -3.2% | -8.9% | +5.7% | -0.2% |
| 6M | -7.9% | +2.4% | -10.3% | -8.9% |
| YTD | +18.2% | +18.3% | -0.1% | +10.8% |
| 1Y | +6.7% | +8.2% | -1.5% | +3.1% |
| 3Y | +47.5% | +44.0% | +3.5% | +27.1% |
| 5Y | +39.5% | +37.3% | +2.2% | +20.9% |
| All | +467.2% | +32.5% | +434.7% | +343.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling