+18.3%
TMO vs KIM
+43.4%
-25.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -2.5% | -1.5% | -1.0% | -1.9% |
| 30D | -0.3% | -1.7% | +1.4% | +0.3% |
| 3M | +25.3% | -7.1% | +32.4% | +28.6% |
| 6M | +20.9% | +2.9% | +18.0% | +18.7% |
| YTD | +4.3% | +18.8% | -14.5% | -4.1% |
| 1Y | +27.0% | +9.4% | +17.6% | +21.2% |
| All | +18.3% | +43.4% | -25.2% | -2.0% |
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