+1,881.2%
TECK vs KIM
+423.5%
+1,457.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.8% |
| 7D | -0.4% | +0.1% | -0.6% | -0.5% |
| 30D | -7.1% | +14.1% | -21.2% | -13.2% |
| 3M | -5.5% | +6.0% | -11.5% | -8.3% |
| 6M | -9.7% | +13.2% | -22.9% | -16.0% |
| YTD | +26.3% | +30.4% | -4.1% | +8.9% |
| 1Y | +44.4% | +31.0% | +13.3% | +24.2% |
| 3Y | +70.1% | +67.6% | +2.4% | +27.5% |
| 5Y | +125.8% | +35.8% | +90.0% | +85.3% |
| 10Y | +200.6% | +63.7% | +136.9% | +98.3% |
| All | +1,881.2% | +423.5% | +1,457.7% | +615.7% |
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