-16.7%
TLN vs KIM
+9.1%
-25.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +3.7% |
| 7D | +7.1% | -0.8% | +7.8% | +7.0% |
| 30D | -3.9% | -5.1% | +1.2% | -4.2% |
| 3M | -16.2% | -0.6% | -15.5% | -17.7% |
| 6M | -5.8% | +2.4% | -8.2% | -8.0% |
| YTD | -15.4% | +19.0% | -34.4% | -11.4% |
| 1Y | -16.7% | +8.4% | -25.1% | -9.9% |
| All | -16.7% | +9.1% | -25.8% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling