+356.2%
TPR vs KIM
+63.6%
+292.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +15.1% | +14.1% | +1.0% | +6.1% |
| 3M | +3.5% | +6.0% | -2.5% | -0.2% |
| 6M | +0.4% | +13.2% | -12.8% | -7.4% |
| YTD | +4.6% | +30.4% | -25.8% | -11.7% |
| 1Y | +33.1% | +31.0% | +2.1% | +11.9% |
| 3Y | +396.0% | +67.6% | +328.3% | +254.4% |
| 5Y | +230.3% | +35.8% | +194.5% | +166.8% |
| All | +356.2% | +63.6% | +292.6% | +175.4% |
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