-24.3%
TMF vs KIM
+33.1%
-57.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +0.6% |
| 7D | +4.0% | +10.6% | -6.6% | -1.3% |
| 30D | +19.5% | +17.5% | +2.0% | +10.2% |
| 3M | -3.5% | +4.7% | -8.2% | -6.7% |
| 6M | -10.6% | +13.1% | -23.7% | -16.6% |
| YTD | -17.1% | +32.1% | -49.1% | -24.5% |
| 1Y | -24.3% | +32.7% | -56.9% | -31.3% |
| All | -24.3% | +33.1% | -57.4% | -31.3% |
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