+12,377.6%
TSM vs KIM
+851.8%
+11,525.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.0% | +2.5% | +3.2% |
| 7D | -2.5% | +2.8% | -5.3% | -3.4% |
| 30D | -14.3% | +16.3% | -30.6% | -18.3% |
| 3M | -7.2% | +6.6% | -13.9% | -9.3% |
| 6M | -5.1% | +12.3% | -17.4% | -9.1% |
| YTD | +28.9% | +31.6% | -2.7% | +17.4% |
| 1Y | +37.1% | +31.5% | +5.6% | +24.7% |
| 3Y | +341.5% | +68.0% | +273.5% | +266.7% |
| 5Y | +245.7% | +38.7% | +207.0% | +202.5% |
| 10Y | +1,502.2% | +65.7% | +1,436.5% | +1,087.0% |
| All | +12,377.6% | +851.8% | +11,525.8% | +3,192.9% |
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