+59.7%
TEM vs KIM
+41.3%
+18.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.1% |
| 7D | +3.2% | -0.3% | +3.6% | +3.5% |
| 30D | +23.5% | -1.7% | +25.2% | +25.1% |
| 3M | +32.3% | -0.8% | +33.1% | +30.5% |
| 6M | +23.0% | +4.4% | +18.6% | +13.9% |
| YTD | +8.9% | +21.2% | -12.4% | -16.8% |
| 1Y | -19.9% | +10.5% | -30.4% | -31.2% |
| All | +59.7% | +41.3% | +18.4% | -17.2% |
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 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