-53.2%
TE vs KIM
+63.5%
-116.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -4.0% | +0.4% | -4.4% | -4.1% |
| 30D | -15.9% | -4.0% | -11.9% | -15.1% |
| 3M | -60.5% | +0.5% | -61.1% | -61.0% |
| 6M | -35.2% | +3.6% | -38.8% | -36.2% |
| YTD | -31.1% | +20.4% | -51.6% | -35.1% |
| 1Y | +148.6% | +9.7% | +138.9% | +140.1% |
| 3Y | -26.4% | +46.0% | -72.4% | -32.8% |
| 5Y | -48.0% | +34.4% | -82.5% | -51.6% |
| All | -53.2% | +63.5% | -116.7% | -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 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