-43.8%
TE vs KIM
+38.4%
-82.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.7% | +9.3% | +9.5% |
| 7D | +18.2% | -0.3% | +18.6% | +18.5% |
| 30D | -13.5% | -1.7% | -11.8% | -12.5% |
| 3M | -44.6% | -0.8% | -43.8% | -45.7% |
| 6M | -24.7% | +4.4% | -29.1% | -28.9% |
| YTD | -24.3% | +21.2% | -45.5% | -37.3% |
| 1Y | +155.6% | +10.5% | +145.0% | +127.3% |
| 3Y | -18.3% | +47.5% | -65.8% | -42.2% |
| All | -43.8% | +38.4% | -82.2% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling