+273.1%
TSM vs KIM
+34.4%
+238.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +2.9% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +3.6% | -4.0% | +7.6% | +4.9% |
| 3M | -3.4% | +0.5% | -3.9% | -4.2% |
| 6M | +20.6% | +3.6% | +17.0% | +18.2% |
| YTD | +41.9% | +20.4% | +21.4% | +31.4% |
| 1Y | +84.4% | +9.7% | +74.7% | +76.5% |
| 3Y | +380.2% | +46.0% | +334.2% | +299.0% |
| All | +273.1% | +34.4% | +238.7% | +230.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling