+383.3%
TPR vs KIM
+64.9%
+318.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +12.1% | +2.8% | +9.3% | +10.2% |
| 30D | +16.7% | +15.9% | +0.8% | +6.5% |
| 3M | -17.4% | +7.8% | -25.2% | -21.3% |
| 6M | +2.3% | +11.9% | -9.6% | -5.0% |
| YTD | +7.1% | +31.0% | -23.9% | -9.8% |
| 1Y | +29.5% | +32.3% | -2.9% | +8.2% |
| 3Y | +415.0% | +65.5% | +349.6% | +270.9% |
| 5Y | +261.5% | +37.2% | +224.3% | +190.3% |
| 10Y | +383.3% | +63.9% | +319.4% | +189.2% |
| All | +383.3% | +64.9% | +318.4% | +189.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling