+6,058.6%
TMO vs KIM
+3,080.3%
+2,978.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.9% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +1.5% | -1.7% | +3.2% | +1.9% |
| 3M | +28.5% | -0.8% | +29.4% | +28.6% |
| 6M | +20.4% | +4.4% | +16.0% | +19.0% |
| YTD | +4.3% | +21.2% | -17.0% | -0.5% |
| 1Y | +24.1% | +10.5% | +13.6% | +20.9% |
| 3Y | +17.5% | +47.5% | -30.0% | +6.9% |
| 5Y | +6.8% | +37.1% | -30.3% | -2.0% |
| 10Y | +311.9% | +29.5% | +282.4% | +253.5% |
| All | +6,058.6% | +3,080.3% | +2,978.3% | +2,453.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling