+416.5%
TPR vs KIM
+57.8%
+358.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +14.2% | +4.1% | +10.1% | +11.4% |
| 30D | +17.1% | +16.8% | +0.3% | +6.4% |
| 3M | -17.7% | +5.7% | -23.4% | -20.6% |
| 6M | -10.2% | +9.7% | -19.9% | -15.5% |
| YTD | +4.9% | +30.2% | -25.3% | -11.4% |
| 1Y | +36.1% | +32.1% | +4.0% | +13.8% |
| 3Y | +416.5% | +58.6% | +357.9% | +285.4% |
| All | +416.5% | +57.8% | +358.6% | +285.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling