+893.7%
TT vs KIM
+29.1%
+864.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -7.3% | -1.7% | -5.6% | -6.8% |
| 3M | -2.6% | -0.8% | -1.8% | -2.6% |
| 6M | +5.9% | +4.4% | +1.5% | +4.1% |
| YTD | +15.4% | +21.2% | -5.8% | +7.9% |
| 1Y | +8.2% | +10.5% | -2.3% | +4.2% |
| 3Y | +122.7% | +47.5% | +75.2% | +92.5% |
| 5Y | +145.0% | +37.1% | +107.9% | +115.4% |
| 10Y | +893.7% | +29.5% | +864.2% | +729.1% |
| All | +893.7% | +29.1% | +864.6% | +729.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling