+234.7%
TMUS vs KIM
+65.6%
+169.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.9% |
| 7D | +5.3% | +2.8% | +2.5% | +4.8% |
| 30D | +13.5% | +16.3% | -2.8% | +10.5% |
| 3M | -4.2% | +6.6% | -10.9% | -5.4% |
| 6M | -11.9% | +12.3% | -24.2% | -13.7% |
| YTD | -15.6% | +31.6% | -47.1% | -19.6% |
| 1Y | -16.8% | +31.5% | -48.3% | -20.8% |
| 3Y | +20.8% | +68.0% | -47.2% | +9.3% |
| 5Y | +48.0% | +38.7% | +9.3% | +37.3% |
| 10Y | +234.7% | +65.7% | +169.0% | +180.5% |
| All | +234.7% | +65.6% | +169.1% | +180.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling