+322.0%
TSM vs KIM
+57.8%
+264.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.8% | +6.4% |
| 7D | -7.6% | +4.1% | -11.6% | -7.9% |
| 30D | -20.5% | +16.8% | -37.3% | -22.0% |
| 3M | -10.0% | +5.7% | -15.7% | -10.4% |
| 6M | -10.1% | +9.7% | -19.7% | -11.6% |
| YTD | +24.5% | +30.2% | -5.7% | +17.9% |
| 1Y | +31.2% | +32.1% | -0.9% | +23.7% |
| 3Y | +322.0% | +58.6% | +263.4% | +282.8% |
| All | +322.0% | +57.8% | +264.2% | +282.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling