-3.3%
TSLL vs KIM
+62.3%
-65.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.0% | +9.9% | +9.9% |
| 7D | -14.3% | +2.8% | -17.1% | -16.7% |
| 30D | -6.2% | +16.3% | -22.5% | -20.7% |
| 3M | +21.2% | +6.6% | +14.5% | +12.2% |
| 6M | -36.6% | +12.3% | -48.9% | -46.3% |
| YTD | -47.8% | +31.6% | -79.3% | -64.8% |
| 1Y | -45.2% | +31.5% | -76.7% | -63.4% |
| 3Y | -3.3% | +68.0% | -71.2% | -41.6% |
| All | -3.3% | +62.3% | -65.6% | -41.6% |
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