-22.5%
TNA vs KIM
+35.1%
-57.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -1.0% |
| 7D | -7.6% | -1.5% | -6.1% | -5.2% |
| 30D | -13.6% | -1.7% | -11.9% | -11.3% |
| 3M | +2.8% | -7.1% | +10.0% | +14.5% |
| 6M | +34.5% | +2.9% | +31.6% | +25.4% |
| YTD | +41.0% | +18.8% | +22.2% | +0.5% |
| 1Y | +52.0% | +9.4% | +42.6% | +25.4% |
| 3Y | +103.5% | +44.6% | +58.9% | +9.9% |
| 5Y | -22.5% | +37.9% | -60.5% | -44.0% |
| All | -22.5% | +35.1% | -57.6% | -44.0% |
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 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