-25.0%
TGT vs KIM
+37.3%
-62.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.7% |
| 7D | -3.6% | -1.0% | -2.6% | -3.0% |
| 30D | +4.4% | -1.1% | +5.5% | +5.1% |
| 3M | +25.4% | -5.3% | +30.7% | +29.3% |
| 6M | +33.4% | +3.9% | +29.4% | +30.1% |
| YTD | +65.6% | +20.3% | +45.3% | +48.1% |
| 1Y | +80.3% | +10.4% | +69.8% | +69.4% |
| 3Y | +42.1% | +46.3% | -4.2% | +12.7% |
| 5Y | -25.0% | +37.6% | -62.6% | -36.8% |
| All | -25.0% | +37.3% | -62.3% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling