+50.7%
TENB vs KIM
+30.6%
+20.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.6% |
| 7D | -3.3% | +0.1% | -3.4% | -3.2% |
| 30D | +6.9% | +14.1% | -7.2% | +11.0% |
| 3M | +1.8% | +6.0% | -4.2% | +3.2% |
| 6M | +98.1% | +13.2% | +84.8% | +104.2% |
| YTD | +73.2% | +30.4% | +42.8% | +77.1% |
| 1Y | +50.7% | +31.0% | +19.7% | +53.7% |
| All | +50.7% | +30.6% | +20.1% | +53.7% |
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