-97.2%
TSLQ vs KIM
+49.7%
-146.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.7% | -8.6% | -7.4% |
| 7D | -8.6% | -0.3% | -8.2% | -8.8% |
| 30D | -24.9% | -1.7% | -23.2% | -26.2% |
| 3M | -1.5% | -0.8% | -0.7% | -2.9% |
| 6M | -18.1% | +4.4% | -22.5% | -14.7% |
| YTD | -0.1% | +21.2% | -21.4% | +20.4% |
| 1Y | -51.4% | +10.5% | -61.9% | -46.9% |
| 3Y | -95.9% | +47.5% | -143.4% | -93.3% |
| All | -97.2% | +49.7% | -146.9% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling