+318.5%
TPR vs KIM
+27.5%
+291.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.3% | +0.4% | -2.7% | -2.6% |
| 30D | -23.0% | -4.0% | -19.0% | -21.2% |
| 3M | -12.5% | +0.5% | -13.0% | -13.1% |
| 6M | -21.4% | +3.6% | -25.0% | -23.3% |
| YTD | -3.5% | +20.4% | -23.9% | -14.3% |
| 1Y | +17.4% | +9.7% | +7.7% | +10.3% |
| 3Y | +291.3% | +46.0% | +245.3% | +203.4% |
| 5Y | +241.9% | +34.4% | +207.5% | +178.2% |
| All | +318.5% | +27.5% | +291.0% | +185.6% |
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