+96.7%
TFC vs KIM
+62.3%
+34.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.3% |
| 7D | +0.3% | +2.8% | -2.5% | -1.5% |
| 30D | +9.2% | +16.3% | -7.2% | -1.1% |
| 3M | -2.9% | +6.6% | -9.6% | -7.0% |
| 6M | +3.5% | +12.3% | -8.8% | -4.3% |
| YTD | +5.4% | +31.6% | -26.1% | -12.6% |
| 1Y | +17.3% | +31.5% | -14.2% | -2.9% |
| 3Y | +96.7% | +68.0% | +28.7% | +37.4% |
| All | +96.7% | +62.3% | +34.4% | +37.4% |
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