-97.7%
TSLQ vs KIM
+61.0%
-158.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +4.0% |
| 7D | -16.8% | +0.1% | -17.0% | -16.7% |
| 30D | -18.0% | +14.1% | -32.1% | -8.4% |
| 3M | -34.5% | +6.0% | -40.5% | -31.7% |
| 6M | -8.9% | +13.2% | -22.2% | +0.9% |
| YTD | -19.0% | +30.4% | -49.4% | +3.4% |
| 1Y | -38.2% | +31.0% | -69.2% | -20.8% |
| 3Y | -96.9% | +67.6% | -164.5% | -94.4% |
| All | -97.7% | +61.0% | -158.7% | -95.9% |
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