+553.0%
TSN vs KIM
+3,058.9%
-2,506.0%
-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 | -6.3% | +0.4% | -6.7% | -6.4% |
| 30D | -10.8% | -4.0% | -6.8% | -9.7% |
| 3M | -8.8% | +0.5% | -9.3% | -8.9% |
| 6M | -16.8% | +3.6% | -20.4% | -17.7% |
| YTD | -10.0% | +20.4% | -30.4% | -14.9% |
| 1Y | -5.3% | +9.7% | -15.0% | -8.0% |
| 3Y | +8.5% | +46.0% | -37.5% | -4.1% |
| 5Y | -22.9% | +34.4% | -57.4% | -31.1% |
| 10Y | -12.6% | +29.3% | -41.9% | -27.1% |
| All | +553.0% | +3,058.9% | -2,506.0% | +217.7% |
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