+232.6%
TPR vs KIM
+34.4%
+198.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.5% |
| 7D | +6.4% | -1.0% | +7.4% | +7.1% |
| 30D | +13.8% | +14.8% | -1.0% | +3.4% |
| 3M | -16.6% | +8.1% | -24.8% | -21.2% |
| 6M | +0.7% | +11.7% | -11.0% | -7.2% |
| YTD | +5.3% | +30.7% | -25.4% | -13.1% |
| 1Y | +32.4% | +29.7% | +2.6% | +9.7% |
| 3Y | +406.4% | +65.1% | +341.3% | +245.4% |
| All | +232.6% | +34.4% | +198.2% | +157.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling