+1,705.8%
TKO vs KIM
+668.9%
+1,036.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +0.1% | -1.5% | +1.6% | +0.5% |
| 30D | -2.6% | -1.7% | -0.9% | -2.1% |
| 3M | -7.8% | -7.1% | -0.6% | -6.0% |
| 6M | -7.0% | +2.9% | -9.9% | -7.8% |
| YTD | -8.5% | +18.8% | -27.4% | -12.7% |
| 1Y | -1.3% | +9.4% | -10.7% | -3.8% |
| 3Y | +105.0% | +44.6% | +60.4% | +83.9% |
| 5Y | +292.9% | +37.9% | +255.0% | +250.7% |
| 10Y | +979.3% | +32.9% | +946.5% | +803.4% |
| All | +1,705.8% | +668.9% | +1,036.9% | +928.8% |
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