+15.5%
TFC vs KIM
+9.4%
+6.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -1.3% | -1.0% | -0.3% | -0.9% |
| 30D | -2.3% | -1.1% | -1.3% | -1.8% |
| 3M | +2.5% | -5.3% | +7.8% | +5.3% |
| 6M | +9.5% | +3.9% | +5.6% | +7.6% |
| YTD | +5.1% | +20.3% | -15.2% | -3.7% |
| 1Y | +15.5% | +10.4% | +5.0% | +8.8% |
| All | +15.5% | +9.4% | +6.1% | +8.8% |
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