+2,301.5%
TFC vs KIM
+3,329.3%
-1,027.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -1.2% | -1.0% | -0.2% | -0.7% |
| 30D | +7.8% | +14.8% | -7.0% | +0.1% |
| 3M | -3.0% | +8.1% | -11.1% | -7.0% |
| 6M | +5.8% | +11.7% | -5.9% | -0.4% |
| YTD | +5.3% | +30.7% | -25.4% | -9.0% |
| 1Y | +15.7% | +29.7% | -14.1% | +0.3% |
| 3Y | +94.8% | +65.1% | +29.7% | +48.1% |
| 5Y | 0.0% | +34.7% | -34.6% | -15.9% |
| 10Y | +79.0% | +64.1% | +14.9% | +22.9% |
| All | +2,301.5% | +3,329.3% | -1,027.8% | +610.6% |
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