-46.0%
TSLL vs KIM
+33.1%
-79.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.6% | -9.9% | -4.8% |
| 7D | -9.4% | +10.6% | -20.0% | -5.5% |
| 30D | +1.6% | +17.5% | -15.9% | +8.6% |
| 3M | +29.4% | +4.7% | +24.7% | +34.3% |
| 6M | -20.1% | +13.1% | -33.3% | -16.0% |
| YTD | -44.5% | +32.1% | -76.6% | -39.1% |
| 1Y | -46.0% | +32.7% | -78.7% | -41.2% |
| All | -46.0% | +33.1% | -79.1% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling