+1,672.6%
TSM vs KIM
+63.0%
+1,609.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | +14.8% | -0.7% | +15.5% | +15.0% |
| 30D | -8.9% | +13.4% | -22.3% | -11.4% |
| 3M | -5.3% | +6.5% | -11.8% | -6.7% |
| 6M | +2.6% | +10.6% | -8.0% | -0.2% |
| YTD | +34.5% | +29.9% | +4.6% | +26.1% |
| 1Y | +41.0% | +29.6% | +11.4% | +32.2% |
| 3Y | +333.1% | +64.1% | +269.1% | +281.2% |
| 5Y | +270.1% | +35.3% | +234.8% | +238.7% |
| All | +1,672.6% | +63.0% | +1,609.6% | +1,335.5% |
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