+109.8%
TEM vs KIM
+53.4%
+56.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.0% | +10.0% | +10.2% |
| 7D | +7.6% | +2.8% | +4.8% | +5.2% |
| 30D | +19.0% | +16.3% | +2.7% | +4.7% |
| 3M | +62.2% | +6.6% | +55.6% | +53.3% |
| 6M | +69.4% | +12.3% | +57.0% | +47.9% |
| YTD | +43.0% | +31.6% | +11.4% | +2.0% |
| 1Y | +18.0% | +31.5% | -13.5% | -16.1% |
| All | +109.8% | +53.4% | +56.4% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling