+14,187.9%
TT vs KIM
+3,315.9%
+10,872.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -2.0% | +4.1% | -6.1% | -3.5% |
| 30D | -14.0% | +16.8% | -30.8% | -19.3% |
| 3M | -15.9% | +5.7% | -21.6% | -17.9% |
| 6M | -17.3% | +9.7% | -27.0% | -20.7% |
| YTD | +4.0% | +30.2% | -26.3% | -6.8% |
| 1Y | -7.1% | +32.1% | -39.2% | -17.3% |
| 3Y | +90.2% | +58.6% | +31.6% | +55.3% |
| 5Y | +131.1% | +31.2% | +100.0% | +100.8% |
| 10Y | +777.7% | +66.7% | +711.1% | +515.6% |
| All | +14,187.9% | +3,315.9% | +10,872.0% | +3,893.9% |
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