+38.5%
TNA vs KIM
+33.1%
+5.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.6% | +0.8% | +2.3% |
| 7D | +2.4% | +10.6% | -8.2% | -3.4% |
| 30D | -0.9% | +17.5% | -18.4% | -9.9% |
| 3M | -19.2% | +4.7% | -23.9% | -21.4% |
| 6M | -0.8% | +13.1% | -14.0% | -10.3% |
| YTD | +33.2% | +32.1% | +1.1% | +8.8% |
| 1Y | +38.5% | +32.7% | +5.9% | +12.3% |
| All | +38.5% | +33.1% | +5.4% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling