+5.2%
TLN vs KIM
+29.4%
-24.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +1.9% |
| 7D | +22.3% | -0.7% | +22.9% | +22.0% |
| 30D | +1.2% | +13.4% | -12.2% | +3.9% |
| 3M | +5.9% | +6.5% | -0.6% | +8.3% |
| 6M | +3.2% | +10.6% | -7.4% | +2.7% |
| YTD | +3.2% | +29.9% | -26.8% | +17.9% |
| 1Y | +5.2% | +29.6% | -24.3% | +20.0% |
| All | +5.2% | +29.4% | -24.2% | +20.0% |
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 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