-81.4%
TMF vs KIM
+63.9%
-145.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.4% | -1.0% | -2.4% | -3.4% |
| 30D | +11.5% | +14.8% | -3.3% | +12.3% |
| 3M | -4.5% | +8.1% | -12.7% | -4.2% |
| 6M | -15.0% | +11.7% | -26.6% | -14.5% |
| YTD | -19.9% | +30.7% | -50.6% | -18.6% |
| 1Y | -26.6% | +29.7% | -56.3% | -25.4% |
| 3Y | -29.8% | +65.1% | -94.9% | -26.9% |
| 5Y | -88.2% | +34.7% | -122.8% | -88.0% |
| 10Y | -81.4% | +64.1% | -145.5% | -74.2% |
| All | -81.4% | +63.9% | -145.2% | -74.2% |
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