+1,815.4%
TSM vs KIM
+29.7%
+1,785.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +4.8% | -1.0% | +5.7% | +5.0% |
| 30D | +4.0% | -1.1% | +5.1% | +4.3% |
| 3M | +2.0% | -5.3% | +7.3% | +2.9% |
| 6M | +25.5% | +3.9% | +21.6% | +24.0% |
| YTD | +44.0% | +20.3% | +23.7% | +37.5% |
| 1Y | +75.4% | +10.4% | +65.0% | +70.6% |
| 3Y | +406.7% | +46.3% | +360.4% | +357.5% |
| 5Y | +285.0% | +37.6% | +247.4% | +252.3% |
| 10Y | +1,815.4% | +34.5% | +1,780.9% | +1,545.4% |
| All | +1,815.4% | +29.7% | +1,785.7% | +1,545.4% |
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