+97.3%
TEM vs KIM
+52.4%
+44.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.2% |
| 7D | +5.1% | -1.0% | +6.1% | +6.0% |
| 30D | +16.8% | +14.8% | +2.0% | +4.0% |
| 3M | +42.6% | +8.1% | +34.5% | +33.2% |
| 6M | +63.9% | +11.7% | +52.2% | +43.8% |
| YTD | +34.5% | +30.7% | +3.8% | -3.5% |
| 1Y | +11.0% | +29.7% | -18.7% | -19.8% |
| All | +97.3% | +52.4% | +44.9% | -4.0% |
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 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