-84.3%
TMF vs KIM
+64.5%
-148.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.2% |
| 7D | +1.2% | +4.1% | -2.9% | +1.4% |
| 30D | +19.7% | +16.8% | +2.9% | +20.6% |
| 3M | -2.1% | +5.7% | -7.8% | -1.9% |
| 6M | -13.4% | +9.7% | -23.1% | -13.1% |
| YTD | -16.7% | +30.2% | -47.0% | -15.5% |
| 1Y | -23.3% | +32.1% | -55.4% | -22.1% |
| 3Y | -24.8% | +58.6% | -83.4% | -22.1% |
| 5Y | -88.0% | +31.2% | -119.2% | -87.9% |
| All | -84.3% | +64.5% | -148.8% | -78.1% |
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 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