-33.0%
TSLL vs KIM
+30.6%
-63.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.6% |
| 7D | +17.8% | +0.1% | +17.7% | +17.9% |
| 30D | +8.2% | +14.1% | -5.9% | +14.5% |
| 3M | +20.9% | +6.0% | +14.9% | +25.5% |
| 6M | -37.5% | +13.2% | -50.7% | -34.5% |
| YTD | -44.5% | +30.4% | -74.9% | -39.4% |
| 1Y | -33.0% | +31.0% | -64.0% | -27.2% |
| All | -33.0% | +30.6% | -63.5% | -27.2% |
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