-7.0%
TLT vs KIM
+30.6%
-37.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +1.0% | +14.1% | -13.1% | -1.3% |
| 3M | -2.7% | +6.0% | -8.7% | -4.0% |
| 6M | -4.1% | +13.2% | -17.4% | -6.5% |
| YTD | -5.4% | +30.4% | -35.7% | -8.3% |
| 1Y | -7.0% | +31.0% | -38.0% | -10.1% |
| All | -7.0% | +30.6% | -37.6% | -10.1% |
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