-97.2%
TSLQ vs KIM
+46.1%
-143.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.4% |
| 7D | -6.6% | -1.7% | -4.9% | -8.0% |
| 30D | -24.3% | -3.0% | -21.3% | -26.4% |
| 3M | -3.6% | -8.9% | +5.3% | -12.1% |
| 6M | -12.0% | +2.4% | -14.3% | -9.9% |
| YTD | +1.4% | +18.3% | -17.0% | +19.6% |
| 1Y | -43.6% | +8.2% | -51.7% | -39.5% |
| 3Y | -95.4% | +44.0% | -139.4% | -92.6% |
| All | -97.2% | +46.1% | -143.3% | -95.3% |
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