+42.4%
TEL vs KIM
+34.6%
+7.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.9% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +2.9% | +14.1% | -11.2% | -4.1% |
| 3M | +1.1% | +6.0% | -4.9% | -2.1% |
| 6M | +5.0% | +13.2% | -8.2% | -2.5% |
| YTD | -3.9% | +30.4% | -34.3% | -17.5% |
| 1Y | -7.4% | +31.0% | -38.5% | -20.8% |
| 3Y | +81.0% | +67.6% | +13.4% | +30.1% |
| All | +42.4% | +34.6% | +7.8% | +16.3% |
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