+203.4%
TGT vs KIM
+33.1%
+170.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | -5.0% | -1.5% | -3.6% | -4.7% |
| 30D | +3.0% | -1.7% | +4.7% | +3.5% |
| 3M | +22.6% | -7.1% | +29.8% | +25.1% |
| 6M | +31.2% | +2.9% | +28.3% | +30.2% |
| YTD | +63.7% | +18.8% | +44.9% | +56.3% |
| 1Y | +78.5% | +9.4% | +69.1% | +74.2% |
| 3Y | +40.5% | +44.6% | -4.1% | +28.3% |
| 5Y | -25.6% | +37.9% | -63.5% | -31.1% |
| All | +203.4% | +33.1% | +170.3% | +172.3% |
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