+660.3%
TSN vs KIM
+3,329.3%
-2,669.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.3% | -1.0% | +0.7% | 0.0% |
| 30D | +11.8% | +14.8% | -3.0% | +7.4% |
| 3M | +7.1% | +8.1% | -1.1% | +4.7% |
| 6M | -9.2% | +11.7% | -20.8% | -12.1% |
| YTD | +4.8% | +30.7% | -25.9% | -3.3% |
| 1Y | +11.6% | +29.7% | -18.1% | +3.3% |
| 3Y | +41.5% | +65.1% | -23.5% | +20.9% |
| 5Y | -15.5% | +34.7% | -50.2% | -24.4% |
| 10Y | +16.9% | +64.1% | -47.3% | -8.7% |
| All | +660.3% | +3,329.3% | -2,669.0% | +261.1% |
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 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