+80.9%
TFC vs KIM
+64.9%
+15.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +1.7% | +2.8% | -1.0% | +0.2% |
| 30D | +9.0% | +15.9% | -6.9% | +0.2% |
| 3M | -2.1% | +7.8% | -9.9% | -6.3% |
| 6M | +3.4% | +11.9% | -8.5% | -3.2% |
| YTD | +5.3% | +31.0% | -25.8% | -10.1% |
| 1Y | +16.2% | +32.3% | -16.2% | -1.4% |
| 3Y | +94.8% | +65.5% | +29.3% | +45.0% |
| 5Y | -0.7% | +37.2% | -37.9% | -18.7% |
| 10Y | +80.9% | +63.9% | +17.0% | +2.0% |
| All | +80.9% | +64.9% | +15.9% | +2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling