+128.4%
TLT vs KIM
+424.3%
-296.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -0.3% | +2.8% | -3.0% | -0.1% |
| 30D | +3.7% | +15.9% | -12.2% | +4.6% |
| 3M | -0.7% | +7.8% | -8.4% | -0.2% |
| 6M | -4.2% | +11.9% | -16.1% | -3.5% |
| YTD | -4.0% | +31.0% | -35.0% | -2.3% |
| 1Y | -5.8% | +32.3% | -38.2% | -4.2% |
| 3Y | +4.1% | +65.5% | -61.4% | +7.8% |
| 5Y | -34.8% | +37.2% | -72.0% | -33.1% |
| 10Y | -12.3% | +63.9% | -76.3% | -5.8% |
| All | +128.4% | +424.3% | -296.0% | +207.7% |
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