+57.5%
TECK vs KIM
+33.1%
+24.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.6% | +0.7% | +4.4% |
| 7D | +2.3% | +10.6% | -8.3% | +2.9% |
| 30D | -5.0% | +17.5% | -22.5% | -3.9% |
| 3M | -0.3% | +4.7% | -5.0% | -0.3% |
| 6M | +13.9% | +13.1% | +0.7% | +11.6% |
| YTD | +35.2% | +32.1% | +3.1% | +31.9% |
| 1Y | +57.5% | +32.7% | +24.9% | +53.0% |
| All | +57.5% | +33.1% | +24.4% | +53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling