+15,828.8%
TT vs KIM
+3,058.9%
+12,769.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -0.2% | +0.4% | -0.7% | -0.4% |
| 30D | -7.4% | -4.0% | -3.4% | -5.9% |
| 3M | -3.2% | +0.5% | -3.7% | -3.7% |
| 6M | +1.1% | +3.6% | -2.5% | -0.6% |
| YTD | +15.6% | +20.4% | -4.8% | +7.1% |
| 1Y | +9.2% | +9.7% | -0.5% | +4.6% |
| 3Y | +124.4% | +46.0% | +78.4% | +89.5% |
| 5Y | +138.0% | +34.4% | +103.6% | +105.0% |
| 10Y | +886.4% | +29.3% | +857.1% | +667.8% |
| All | +15,828.8% | +3,058.9% | +12,769.9% | +4,503.6% |
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