+11.4%
TENB vs KIM
+106.7%
-95.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | -7.4% | -1.7% | -5.7% | -6.9% |
| 3M | +22.3% | -0.8% | +23.1% | +22.2% |
| 6M | +60.2% | +4.4% | +55.8% | +57.0% |
| YTD | +43.2% | +21.2% | +22.0% | +33.3% |
| 1Y | +8.2% | +10.5% | -2.4% | +3.7% |
| 3Y | -23.8% | +47.5% | -71.3% | -34.2% |
| 5Y | -26.9% | +37.1% | -64.0% | -35.3% |
| All | +11.4% | +106.7% | -95.3% | -20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling