+680.9%
TLN vs KIM
+64.9%
+616.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.0% | +6.2% | +7.1% |
| 7D | +9.1% | +2.8% | +6.2% | +8.6% |
| 30D | -4.1% | +16.3% | -20.4% | -6.3% |
| 3M | +4.4% | +6.6% | -2.2% | +3.5% |
| 6M | -6.0% | +12.3% | -18.3% | -8.3% |
| YTD | -3.1% | +31.6% | -34.7% | -8.1% |
| 1Y | -6.1% | +31.5% | -37.6% | -10.9% |
| 3Y | +575.3% | +68.0% | +507.3% | +537.2% |
| All | +680.9% | +64.9% | +616.0% | +631.0% |
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