-12.5%
TLT vs KIM
+65.6%
-78.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | +0.1% |
| 7D | +0.3% | +2.8% | -2.6% | +0.3% |
| 30D | +5.1% | +16.3% | -11.2% | +5.4% |
| 3M | -0.2% | +6.6% | -6.8% | -0.1% |
| 6M | -2.9% | +12.3% | -15.2% | -2.7% |
| YTD | -2.7% | +31.6% | -34.2% | -2.1% |
| 1Y | -4.6% | +31.5% | -36.1% | -4.0% |
| 3Y | +6.1% | +68.0% | -61.9% | +7.9% |
| 5Y | -35.1% | +38.7% | -73.8% | -34.5% |
| 10Y | -12.5% | +65.7% | -78.2% | -2.4% |
| All | -12.5% | +65.6% | -78.1% | -2.4% |
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 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