+349.0%
TECK vs KIM
+32.5%
+316.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -3.8% | -1.7% | -2.1% | -3.0% |
| 30D | +0.7% | -3.0% | +3.7% | +2.1% |
| 3M | +4.6% | -8.9% | +13.5% | +8.5% |
| 6M | +25.1% | +2.4% | +22.7% | +22.9% |
| YTD | +39.2% | +18.3% | +20.8% | +27.4% |
| 1Y | +60.3% | +8.2% | +52.1% | +52.7% |
| 3Y | +62.9% | +44.0% | +18.9% | +34.7% |
| 5Y | +181.5% | +37.3% | +144.1% | +134.5% |
| All | +349.0% | +32.5% | +316.5% | +229.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling