-53.4%
TE vs KIM
+61.4%
-114.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.4% |
| 7D | +0.9% | -1.5% | +2.4% | +1.3% |
| 30D | -16.3% | -1.7% | -14.6% | -15.9% |
| 3M | -40.8% | -7.1% | -33.6% | -40.0% |
| 6M | -42.6% | +2.9% | -45.5% | -43.4% |
| YTD | -31.4% | +18.8% | -50.3% | -35.1% |
| 1Y | +144.9% | +9.4% | +135.5% | +136.7% |
| 3Y | -26.0% | +44.6% | -70.6% | -32.3% |
| 5Y | -48.5% | +37.9% | -86.4% | -51.8% |
| All | -53.4% | +61.4% | -114.7% | -56.5% |
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