-56.8%
TSLL vs KIM
+41.9%
-98.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.1% | +9.1% |
| 7D | -21.2% | +4.1% | -25.3% | -24.6% |
| 30D | -13.3% | +16.8% | -30.1% | -27.3% |
| 3M | +15.4% | +5.7% | +9.7% | +7.4% |
| 6M | -34.2% | +9.7% | -43.9% | -42.7% |
| YTD | -52.9% | +30.2% | -83.1% | -67.1% |
| 1Y | -54.3% | +32.1% | -86.4% | -69.0% |
| 3Y | -18.4% | +58.6% | -77.0% | -52.3% |
| All | -56.8% | +41.9% | -98.7% | -70.3% |
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