+56.5%
TEL vs KIM
+35.9%
+20.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +1.6% | -1.7% | +3.3% | +2.5% |
| 30D | -0.7% | -3.0% | +2.3% | +0.9% |
| 3M | +2.4% | -8.9% | +11.3% | +7.1% |
| 6M | +4.1% | +2.4% | +1.7% | +2.3% |
| YTD | -5.8% | +18.3% | -24.2% | -14.7% |
| 1Y | +0.9% | +8.2% | -7.3% | -4.2% |
| 3Y | +72.6% | +44.0% | +28.6% | +35.8% |
| All | +56.5% | +35.9% | +20.7% | +29.5% |
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 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