+628.3%
TLN vs KIM
+63.3%
+565.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.1% |
| 7D | -1.3% | +4.1% | -5.4% | -1.9% |
| 30D | -10.5% | +16.8% | -27.3% | -12.7% |
| 3M | +0.1% | +5.7% | -5.6% | -0.7% |
| 6M | -17.4% | +9.7% | -27.1% | -19.0% |
| YTD | -9.7% | +30.2% | -39.9% | -14.2% |
| 1Y | -12.3% | +32.1% | -44.4% | -17.0% |
| 3Y | +528.3% | +58.6% | +469.7% | +493.9% |
| All | +628.3% | +63.3% | +565.0% | +582.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling