+2,171.4%
TECK vs KIM
+383.6%
+1,787.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.3% | +0.4% | -0.8% | -0.6% |
| 30D | +4.6% | -4.0% | +8.6% | +6.7% |
| 3M | +2.8% | +0.5% | +2.3% | +1.7% |
| 6M | +24.9% | +3.6% | +21.3% | +21.7% |
| YTD | +44.7% | +20.4% | +24.3% | +30.1% |
| 1Y | +112.0% | +9.7% | +102.3% | +99.4% |
| 3Y | +67.6% | +46.0% | +21.6% | +34.5% |
| 5Y | +200.3% | +34.4% | +165.9% | +146.5% |
| 10Y | +358.2% | +29.3% | +328.9% | +241.7% |
| All | +2,171.4% | +383.6% | +1,787.8% | +754.8% |
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