-6.7%
TPG vs KIM
+10.4%
-17.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.4% | +0.4% | -2.9% | -2.6% |
| 30D | +11.1% | -4.0% | +15.1% | +12.5% |
| 3M | +26.3% | +0.5% | +25.7% | +24.3% |
| 6M | +18.3% | +3.6% | +14.7% | +14.5% |
| YTD | -14.4% | +20.4% | -34.9% | -25.3% |
| 1Y | -6.7% | +9.7% | -16.4% | -13.1% |
| All | -6.7% | +10.4% | -17.1% | -13.1% |
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