+36.0%
TSM vs KIM
+33.1%
+2.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.6% | -5.8% | -0.9% |
| 7D | -10.0% | +10.6% | -20.6% | -6.4% |
| 30D | -18.5% | +17.5% | -36.0% | -13.5% |
| 3M | -4.9% | +4.7% | -9.6% | -2.5% |
| 6M | -1.0% | +13.1% | -14.1% | +2.0% |
| YTD | +31.3% | +32.1% | -0.8% | +43.7% |
| 1Y | +36.0% | +32.7% | +3.4% | +49.3% |
| All | +36.0% | +33.1% | +2.9% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling