-24.8%
TMF vs KIM
+57.8%
-82.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | +0.1% |
| 7D | +1.2% | +4.1% | -2.9% | -0.9% |
| 30D | +19.7% | +16.8% | +2.9% | +10.4% |
| 3M | -2.1% | +5.7% | -7.8% | -5.0% |
| 6M | -13.4% | +9.7% | -23.1% | -17.8% |
| YTD | -16.7% | +30.2% | -47.0% | -27.7% |
| 1Y | -23.3% | +32.1% | -55.4% | -34.0% |
| 3Y | -24.8% | +58.6% | -83.4% | -44.8% |
| All | -24.8% | +57.8% | -82.6% | -44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling