+10.6%
TMO vs KIM
+35.9%
-25.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.6% | -1.7% | +1.1% | 0.0% |
| 30D | +1.1% | -3.0% | +4.1% | +2.3% |
| 3M | +28.3% | -8.9% | +37.2% | +32.8% |
| 6M | +23.3% | +2.4% | +20.9% | +21.5% |
| YTD | +5.5% | +18.3% | -12.9% | -2.4% |
| 1Y | +24.5% | +8.2% | +16.4% | +19.6% |
| 3Y | +19.6% | +44.0% | -24.5% | +1.0% |
| All | +10.6% | +35.9% | -25.3% | -0.9% |
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