+13,634.3%
TSM vs KIM
+771.3%
+12,863.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.0% |
| 6M | +20.6% | +3.6% | +17.0% | +18.7% |
| YTD | +41.9% | +20.4% | +21.4% | +33.1% |
| 1Y | +84.4% | +9.7% | +74.7% | +77.7% |
| 3Y | +380.2% | +46.0% | +334.2% | +316.8% |
| 5Y | +275.3% | +34.4% | +240.9% | +231.3% |
| 10Y | +1,751.4% | +29.3% | +1,722.1% | +1,392.4% |
| All | +13,634.3% | +771.3% | +12,863.0% | +3,633.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling