-88.3%
TMF vs KIM
+34.6%
-122.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | -9.3% | +0.1% | -9.4% | -9.3% |
| 30D | +1.9% | +14.1% | -12.2% | -2.6% |
| 3M | -11.2% | +6.0% | -17.2% | -13.0% |
| 6M | -17.7% | +13.2% | -31.0% | -21.2% |
| YTD | -24.5% | +30.4% | -54.8% | -30.9% |
| 1Y | -29.4% | +31.0% | -60.5% | -35.6% |
| 3Y | -33.4% | +67.6% | -101.1% | -43.1% |
| All | -88.3% | +34.6% | -122.8% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling