+6,954.6%
TDY vs KIM
+695.4%
+6,259.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -1.8% | -1.0% | -0.9% | -1.5% |
| 30D | -13.8% | -1.1% | -12.7% | -13.5% |
| 3M | -3.9% | -5.3% | +1.4% | -2.2% |
| 6M | -9.0% | +3.9% | -12.9% | -10.5% |
| YTD | +16.5% | +20.3% | -3.7% | +8.8% |
| 1Y | +9.3% | +10.4% | -1.2% | +5.0% |
| 3Y | +45.1% | +46.3% | -1.2% | +24.8% |
| 5Y | +35.0% | +37.6% | -2.6% | +17.2% |
| 10Y | +469.0% | +34.5% | +434.5% | +353.2% |
| All | +6,954.6% | +695.4% | +6,259.2% | +3,018.8% |
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