-5.3%
TSN vs KIM
+9.1%
-14.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.2% |
| 7D | -6.3% | -0.8% | -5.6% | -6.0% |
| 30D | -10.8% | -5.1% | -5.7% | -9.2% |
| 3M | -8.8% | -0.6% | -8.1% | -8.3% |
| 6M | -16.8% | +2.4% | -19.2% | -17.1% |
| YTD | -10.0% | +19.0% | -29.0% | -15.0% |
| 1Y | -5.3% | +8.4% | -13.7% | -9.4% |
| All | -5.3% | +9.1% | -14.4% | -9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling