+898.0%
TT vs KIM
+28.2%
+869.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | 0.0% | +0.4% | -0.4% | -0.2% |
| 30D | -7.2% | -4.0% | -3.2% | -5.9% |
| 3M | -3.0% | +0.5% | -3.5% | -3.4% |
| 6M | +1.4% | +3.6% | -2.3% | -0.1% |
| YTD | +15.9% | +20.4% | -4.5% | +8.6% |
| 1Y | +9.4% | +9.7% | -0.3% | +5.6% |
| 3Y | +124.4% | +46.0% | +78.4% | +94.6% |
| 5Y | +138.0% | +34.4% | +103.6% | +110.5% |
| All | +898.0% | +28.2% | +869.7% | +734.5% |
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