+43,153.9%
TJX vs KIM
+3,080.3%
+40,073.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.6% |
| 7D | -3.3% | -0.3% | -2.9% | -3.2% |
| 30D | -19.9% | -1.7% | -18.1% | -19.4% |
| 3M | -19.0% | -0.8% | -18.2% | -18.9% |
| 6M | -18.6% | +4.4% | -23.0% | -19.7% |
| YTD | -15.3% | +21.2% | -36.5% | -20.4% |
| 1Y | -7.3% | +10.5% | -17.9% | -10.4% |
| 3Y | +46.6% | +47.5% | -0.9% | +27.5% |
| 5Y | +98.5% | +37.1% | +61.4% | +75.2% |
| 10Y | +289.1% | +29.5% | +259.6% | +222.9% |
| All | +43,153.9% | +3,080.3% | +40,073.6% | +11,461.3% |
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 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