+12.6%
TE vs KIM
+65.0%
-52.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.6% | -6.9% | -7.1% |
| 7D | -13.6% | -0.7% | -12.9% | -13.2% |
| 30D | -37.7% | +13.4% | -51.1% | -42.6% |
| 3M | -59.8% | +6.5% | -66.3% | -61.5% |
| 6M | -66.3% | +10.6% | -76.9% | -69.4% |
| YTD | -70.5% | +29.9% | -100.4% | -76.7% |
| 1Y | -48.8% | +29.6% | -78.4% | -59.7% |
| All | +12.6% | +65.0% | -52.4% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling