-97.0%
TSLQ vs KIM
+48.7%
-145.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.2% | +11.8% |
| 7D | -5.8% | +0.4% | -6.2% | -5.6% |
| 30D | -22.1% | -4.0% | -18.1% | -25.1% |
| 3M | +10.1% | +0.5% | +9.5% | +9.7% |
| 6M | -6.8% | +3.6% | -10.4% | -3.6% |
| YTD | +8.5% | +20.4% | -11.9% | +30.0% |
| 1Y | -49.7% | +9.7% | -59.4% | -45.4% |
| 3Y | -95.6% | +46.0% | -141.6% | -92.9% |
| All | -97.0% | +48.7% | -145.7% | -94.9% |
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 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