-55.4%
TSLL vs KIM
+31.2%
-86.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.2% | -11.7% | -11.7% |
| 7D | +1.9% | +0.4% | +1.5% | +1.2% |
| 30D | +17.8% | -4.0% | +21.7% | +22.7% |
| 3M | -37.0% | +0.5% | -37.6% | -39.0% |
| 6M | -37.7% | +3.6% | -41.3% | -41.9% |
| YTD | -51.4% | +20.4% | -71.8% | -62.8% |
| 1Y | -23.4% | +9.7% | -33.1% | -34.6% |
| 3Y | -30.8% | +46.0% | -76.8% | -55.2% |
| All | -55.4% | +31.2% | -86.6% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling