-24.9%
TSLL vs KIM
+58.5%
-83.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.0% | -20.9% | -20.9% |
| 7D | -28.9% | +5.0% | -33.8% | -32.4% |
| 30D | -21.4% | +15.8% | -37.2% | -33.4% |
| 3M | +5.0% | +4.3% | +0.7% | -0.4% |
| 6M | -36.6% | +11.4% | -47.9% | -45.9% |
| YTD | -56.6% | +30.8% | -87.4% | -70.7% |
| 1Y | -60.9% | +31.4% | -92.3% | -74.0% |
| All | -24.9% | +58.5% | -83.4% | -55.1% |
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 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