-10.5%
TEM vs KIM
+33.1%
-43.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.6% | -6.4% | -1.8% |
| 7D | -1.3% | +10.6% | -11.9% | +1.7% |
| 30D | -9.5% | +17.5% | -27.0% | -4.9% |
| 3M | +60.7% | +4.7% | +56.0% | +64.9% |
| 6M | +35.5% | +13.1% | +22.3% | +36.8% |
| YTD | +28.0% | +32.1% | -4.0% | +23.4% |
| 1Y | -10.5% | +32.7% | -43.2% | -14.0% |
| All | -10.5% | +33.1% | -43.6% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling