+79.9%
TECK vs KIM
+66.0%
+13.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -1.2% | -1.0% | -0.2% | -0.8% |
| 30D | -5.7% | +14.8% | -20.5% | -11.0% |
| 3M | -3.6% | +8.1% | -11.8% | -6.7% |
| 6M | -2.2% | +11.7% | -13.9% | -7.9% |
| YTD | +33.6% | +30.7% | +2.8% | +15.6% |
| 1Y | +49.0% | +29.7% | +19.2% | +29.5% |
| All | +79.9% | +66.0% | +13.9% | +49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling