+7.0%
TENB vs KIM
+9.4%
-2.4%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.7% | -5.1% |
| 7D | -7.1% | -1.5% | -5.7% | -7.5% |
| 30D | -15.4% | -1.7% | -13.7% | -15.6% |
| 3M | +19.5% | -7.1% | +26.7% | +17.7% |
| 6M | +54.8% | +2.9% | +51.9% | +54.1% |
| YTD | +36.1% | +18.8% | +17.3% | +32.5% |
| 1Y | +7.0% | +9.4% | -2.4% | +7.0% |
| All | +7.0% | +9.4% | -2.4% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling