+90.2%
TT vs KIM
+57.8%
+32.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -2.0% | +4.1% | -6.1% | -3.0% |
| 30D | -14.0% | +16.8% | -30.8% | -17.6% |
| 3M | -15.9% | +5.7% | -21.6% | -17.1% |
| 6M | -17.3% | +9.7% | -27.0% | -19.7% |
| YTD | +4.0% | +30.2% | -26.3% | -4.2% |
| 1Y | -7.1% | +32.1% | -39.2% | -14.8% |
| 3Y | +90.2% | +58.6% | +31.6% | +67.7% |
| All | +90.2% | +57.8% | +32.4% | +67.7% |
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 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