+21.4%
TMUS vs KIM
+65.6%
-44.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | +7.7% | +14.1% | -6.4% | +4.7% |
| 3M | -6.8% | +6.0% | -12.8% | -8.0% |
| 6M | -9.7% | +13.2% | -22.9% | -11.7% |
| YTD | -15.0% | +30.4% | -45.3% | -18.9% |
| 1Y | -19.1% | +31.0% | -50.2% | -23.0% |
| 3Y | +21.4% | +67.6% | -46.2% | +15.7% |
| All | +21.4% | +65.6% | -44.1% | +15.7% |
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 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