+69.0%
TPG vs KIM
+14.1%
+55.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | -9.4% | -1.7% | -7.7% | -8.3% |
| 30D | -5.3% | -3.0% | -2.3% | -3.3% |
| 3M | +12.9% | -8.9% | +21.8% | +19.9% |
| 6M | +20.1% | +2.4% | +17.7% | +16.8% |
| YTD | -22.5% | +18.3% | -40.8% | -32.6% |
| 1Y | -19.7% | +8.2% | -27.9% | -25.3% |
| 3Y | +81.2% | +44.0% | +37.2% | +32.5% |
| All | +69.0% | +14.1% | +55.0% | +42.9% |
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