-7.0%
TSN vs KIM
+29.7%
-36.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -7.3% | -1.0% | -6.3% | -7.0% |
| 30D | -8.6% | -1.1% | -7.6% | -8.3% |
| 3M | -7.5% | -5.3% | -2.2% | -5.9% |
| 6M | -14.1% | +3.9% | -18.1% | -15.3% |
| YTD | -9.4% | +20.3% | -29.7% | -14.9% |
| 1Y | -4.1% | +10.4% | -14.5% | -7.4% |
| 3Y | +10.3% | +46.3% | -36.0% | -4.0% |
| 5Y | -19.7% | +37.6% | -57.3% | -29.7% |
| 10Y | -7.0% | +34.5% | -41.5% | -26.8% |
| All | -7.0% | +29.7% | -36.7% | -26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling