-25.6%
TMF vs KIM
+31.2%
-56.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.7% |
| 7D | -1.1% | +2.8% | -3.8% | -2.5% |
| 30D | +11.8% | +15.9% | -4.1% | +3.6% |
| 3M | -4.0% | +7.8% | -11.8% | -8.3% |
| 6M | -16.5% | +11.9% | -28.4% | -22.0% |
| YTD | -19.9% | +31.0% | -50.9% | -27.6% |
| 1Y | -25.6% | +32.3% | -57.9% | -33.3% |
| All | -25.6% | +31.2% | -56.8% | -33.3% |
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