+45.9%
TEM vs KIM
+38.5%
+7.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -3.1% |
| 7D | -9.2% | -1.5% | -7.7% | -7.9% |
| 30D | +5.5% | -1.7% | +7.2% | +6.9% |
| 3M | +18.7% | -7.1% | +25.9% | +25.3% |
| 6M | +15.4% | +2.9% | +12.5% | +8.2% |
| YTD | -0.5% | +18.8% | -19.4% | -22.6% |
| 1Y | -24.8% | +9.4% | -34.3% | -35.2% |
| All | +45.9% | +38.5% | +7.4% | -22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling