+330.4%
TSM vs KIM
+65.6%
+264.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.7% |
| 7D | +6.2% | +0.1% | +6.1% | +6.2% |
| 30D | -7.3% | +14.1% | -21.4% | -8.6% |
| 3M | -7.1% | +6.0% | -13.1% | -7.6% |
| 6M | +0.2% | +13.2% | -13.0% | -2.1% |
| YTD | +32.2% | +30.4% | +1.9% | +25.5% |
| 1Y | +42.8% | +31.0% | +11.8% | +35.2% |
| 3Y | +330.4% | +67.6% | +262.8% | +291.2% |
| All | +330.4% | +65.6% | +264.8% | +291.2% |
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