+16.9%
TSN vs KIM
+63.9%
-47.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.3% | -1.0% | +0.7% | +0.1% |
| 30D | +11.8% | +14.8% | -3.0% | +6.8% |
| 3M | +7.1% | +8.1% | -1.1% | +4.4% |
| 6M | -9.2% | +11.7% | -20.8% | -12.4% |
| YTD | +4.8% | +30.7% | -25.9% | -4.2% |
| 1Y | +11.6% | +29.7% | -18.1% | +2.3% |
| 3Y | +41.5% | +65.1% | -23.5% | +18.5% |
| 5Y | -15.5% | +34.7% | -50.2% | -25.6% |
| 10Y | +16.9% | +64.1% | -47.3% | -12.6% |
| All | +16.9% | +63.9% | -47.0% | -12.6% |
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