+1,995.8%
TECK vs KIM
+425.0%
+1,570.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -1.2% | -1.0% | -0.2% | -0.7% |
| 30D | -5.7% | +14.8% | -20.5% | -12.2% |
| 3M | -3.6% | +8.1% | -11.8% | -7.5% |
| 6M | -2.2% | +11.7% | -13.9% | -8.4% |
| YTD | +33.6% | +30.7% | +2.8% | +15.0% |
| 1Y | +49.0% | +29.7% | +19.2% | +28.8% |
| 3Y | +85.4% | +65.1% | +20.3% | +40.0% |
| 5Y | +138.5% | +34.7% | +103.9% | +96.6% |
| 10Y | +218.0% | +64.1% | +153.9% | +109.4% |
| All | +1,995.8% | +425.0% | +1,570.8% | +656.0% |
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 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