-17.3%
TLN vs KIM
+33.1%
-50.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.6% | -12.1% | -7.5% |
| 7D | -6.0% | +10.6% | -16.6% | -3.7% |
| 30D | -1.5% | +17.5% | -19.0% | +1.9% |
| 3M | -3.9% | +4.7% | -8.6% | -1.6% |
| 6M | -15.0% | +13.1% | -28.2% | -14.8% |
| YTD | -12.8% | +32.1% | -44.9% | -0.2% |
| 1Y | -17.3% | +32.7% | -50.0% | -5.6% |
| All | -17.3% | +33.1% | -50.4% | -5.6% |
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