+2,367.9%
TFC vs KIM
+3,058.9%
-691.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.2% | +0.2% |
| 7D | +2.4% | +0.4% | +2.0% | +2.2% |
| 30D | -1.3% | -4.0% | +2.7% | +0.8% |
| 3M | +6.1% | +0.5% | +5.5% | +5.6% |
| 6M | +7.3% | +3.6% | +3.7% | +5.2% |
| YTD | +8.2% | +20.4% | -12.2% | -2.3% |
| 1Y | +14.4% | +9.7% | +4.7% | +8.4% |
| 3Y | +93.7% | +46.0% | +47.7% | +57.3% |
| 5Y | +16.4% | +34.4% | -18.0% | -2.2% |
| 10Y | +101.6% | +29.3% | +72.3% | +56.1% |
| All | +2,367.9% | +3,058.9% | -691.0% | +663.0% |
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 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