-26.1%
TENB vs KIM
+45.1%
-71.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -1.7% | -1.0% | -0.7% | -1.4% |
| 30D | -8.3% | -1.1% | -7.2% | -8.0% |
| 3M | +26.2% | -5.3% | +31.5% | +27.7% |
| 6M | +60.2% | +3.9% | +56.3% | +57.0% |
| YTD | +43.1% | +20.3% | +22.8% | +32.6% |
| 1Y | +9.4% | +10.4% | -1.1% | +4.6% |
| All | -26.1% | +45.1% | -71.3% | -36.6% |
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