+600.6%
TLN vs KIM
+52.0%
+548.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.6% |
| 7D | +10.9% | -0.3% | +11.2% | +11.0% |
| 30D | -6.3% | -1.7% | -4.6% | -6.0% |
| 3M | -10.7% | -0.8% | -9.9% | -11.0% |
| 6M | +1.6% | +4.4% | -2.8% | +0.3% |
| YTD | -13.1% | +21.2% | -34.3% | -16.5% |
| 1Y | -15.1% | +10.5% | -25.6% | -16.8% |
| 3Y | +495.0% | +47.5% | +447.5% | +466.8% |
| All | +600.6% | +52.0% | +548.6% | +563.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling