+683.8%
TEL vs KIM
+41.1%
+642.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +3.0% | +0.4% | +2.5% | +2.8% |
| 30D | -3.9% | -4.0% | +0.1% | -2.5% |
| 3M | -5.1% | +0.5% | -5.7% | -5.6% |
| 6M | +0.6% | +3.6% | -3.0% | -0.9% |
| YTD | -7.3% | +20.4% | -27.7% | -13.7% |
| 1Y | +1.1% | +9.7% | -8.6% | -2.7% |
| 3Y | +63.7% | +46.0% | +17.7% | +40.6% |
| 5Y | +50.7% | +34.4% | +16.2% | +32.9% |
| 10Y | +290.2% | +29.3% | +260.9% | +215.9% |
| All | +683.8% | +41.1% | +642.7% | +387.2% |
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