+11.5%
TSN vs KIM
+47.7%
-36.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | -9.1% | -1.7% | -7.4% | -8.5% |
| 3M | -7.4% | -0.8% | -6.6% | -7.2% |
| 6M | -13.4% | +4.4% | -17.8% | -14.6% |
| YTD | -8.5% | +21.2% | -29.7% | -14.3% |
| 1Y | -3.2% | +10.5% | -13.7% | -6.6% |
| 3Y | +11.5% | +47.5% | -36.0% | -5.1% |
| All | +11.5% | +47.7% | -36.2% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling