-80.5%
TE vs KIM
+77.0%
-157.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -19.1% | +0.1% | -19.2% | -19.1% |
| 30D | -34.1% | +14.1% | -48.3% | -36.4% |
| 3M | -60.1% | +6.0% | -66.1% | -60.7% |
| 6M | -66.0% | +13.2% | -79.2% | -67.3% |
| YTD | -71.4% | +30.4% | -101.8% | -73.6% |
| 1Y | -45.3% | +31.0% | -76.3% | -49.6% |
| 3Y | +9.1% | +67.6% | -58.5% | -3.7% |
| 5Y | -82.6% | +35.8% | -118.4% | -84.1% |
| All | -80.5% | +77.0% | -157.6% | -82.3% |
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