+9.3%
TENB vs KIM
+65.6%
-56.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | +6.9% | +14.1% | -7.2% | +3.0% |
| 3M | +1.8% | +6.0% | -4.2% | +0.1% |
| 6M | +98.1% | +13.2% | +84.8% | +89.3% |
| YTD | +73.2% | +30.4% | +42.8% | +55.3% |
| 1Y | +50.7% | +31.0% | +19.7% | +34.7% |
| 3Y | +9.3% | +67.6% | -58.3% | -14.1% |
| All | +9.3% | +65.6% | -56.2% | -14.1% |
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