-25.8%
TE vs KIM
+33.1%
-58.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.6% | -7.1% | -1.8% |
| 7D | +3.8% | +10.6% | -6.8% | +8.6% |
| 30D | -26.2% | +17.5% | -43.7% | -20.1% |
| 3M | -49.7% | +4.7% | -54.4% | -49.1% |
| 6M | -46.5% | +13.1% | -59.6% | -46.0% |
| YTD | -59.1% | +32.1% | -91.2% | -45.7% |
| 1Y | -25.8% | +32.7% | -58.5% | -1.4% |
| All | -25.8% | +33.1% | -58.9% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling