+73.3%
TPG vs KIM
+15.9%
+57.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.4% |
| 7D | -6.5% | -1.0% | -5.6% | -5.9% |
| 30D | +0.1% | -1.1% | +1.2% | +0.8% |
| 3M | +14.5% | -5.3% | +19.8% | +18.2% |
| 6M | +17.3% | +3.9% | +13.4% | +12.9% |
| YTD | -20.5% | +20.3% | -40.8% | -31.7% |
| 1Y | -13.2% | +10.4% | -23.7% | -20.5% |
| 3Y | +87.7% | +46.3% | +41.4% | +35.8% |
| All | +73.3% | +15.9% | +57.4% | +44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling