-0.5%
TENB vs KIM
+101.8%
-102.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | -12.1% | -1.7% | -10.4% | -11.6% |
| 30D | -18.6% | -3.0% | -15.7% | -17.9% |
| 3M | +12.1% | -8.9% | +20.9% | +15.1% |
| 6M | +46.8% | +2.4% | +44.4% | +44.8% |
| YTD | +28.0% | +18.3% | +9.6% | +20.1% |
| 1Y | -1.4% | +8.2% | -9.6% | -4.8% |
| 3Y | -33.9% | +44.0% | -78.0% | -42.5% |
| 5Y | -34.6% | +37.3% | -72.0% | -42.0% |
| All | -0.5% | +101.8% | -102.2% | -28.6% |
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 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