+66.7%
TEL vs KIM
+45.1%
+21.5%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | +1.2% | -1.0% | +2.2% | +1.6% |
| 30D | -4.1% | -1.1% | -3.0% | -3.7% |
| 3M | -2.6% | -5.3% | +2.7% | -0.7% |
| 6M | 0.0% | +3.9% | -3.9% | -2.1% |
| YTD | -9.1% | +20.3% | -29.3% | -16.5% |
| 1Y | -0.8% | +10.4% | -11.3% | -5.6% |
| All | +66.7% | +45.1% | +21.5% | +35.5% |
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