+6,529.7%
TGT vs KIM
+3,080.3%
+3,449.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.7% | -1.3% |
| 7D | -0.6% | -0.3% | -0.3% | -0.5% |
| 30D | +9.5% | -1.7% | +11.2% | +10.1% |
| 3M | +32.3% | -0.8% | +33.1% | +32.6% |
| 6M | +37.0% | +4.4% | +32.6% | +35.1% |
| YTD | +71.0% | +21.2% | +49.8% | +60.7% |
| 1Y | +85.0% | +10.5% | +74.5% | +79.1% |
| 3Y | +46.8% | +47.5% | -0.7% | +29.6% |
| 5Y | -22.7% | +37.1% | -59.8% | -30.4% |
| 10Y | +216.3% | +29.5% | +186.8% | +161.8% |
| All | +6,529.7% | +3,080.3% | +3,449.4% | +1,735.8% |
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 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