+207.9%
TECK vs KIM
+37.3%
+170.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.9% |
| 7D | +4.9% | -1.0% | +5.8% | +5.4% |
| 30D | +5.2% | -1.1% | +6.3% | +5.7% |
| 3M | +13.8% | -5.3% | +19.1% | +16.1% |
| 6M | +38.5% | +3.9% | +34.6% | +34.5% |
| YTD | +47.3% | +20.3% | +27.1% | +32.1% |
| 1Y | +81.0% | +10.4% | +70.5% | +69.4% |
| 3Y | +79.9% | +46.3% | +33.5% | +43.9% |
| 5Y | +207.9% | +37.6% | +170.3% | +155.9% |
| All | +207.9% | +37.3% | +170.5% | +155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling