+581.7%
TLN vs KIM
+51.0%
+530.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +3.9% | +3.8% |
| 7D | +7.1% | +0.4% | +6.6% | +7.0% |
| 30D | -3.9% | -4.0% | +0.1% | -3.2% |
| 3M | -16.2% | +0.5% | -16.7% | -16.7% |
| 6M | -5.8% | +3.6% | -9.4% | -6.9% |
| YTD | -15.4% | +20.4% | -35.9% | -18.7% |
| 1Y | -16.7% | +9.7% | -26.4% | -18.3% |
| 3Y | +473.8% | +46.0% | +427.8% | +447.1% |
| All | +581.7% | +51.0% | +530.7% | +546.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling