+10.7%
TTMI vs KIM
+33.1%
-22.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +3.6% | -13.7% | -6.9% |
| 7D | -19.2% | +10.6% | -29.8% | -11.6% |
| 30D | -44.9% | +17.5% | -62.4% | -36.9% |
| 3M | -44.7% | +4.7% | -49.4% | -39.2% |
| 6M | -53.4% | +13.1% | -66.5% | -49.2% |
| YTD | +6.3% | +32.1% | -25.7% | +25.9% |
| 1Y | +10.7% | +32.7% | -22.0% | +31.6% |
| All | +10.7% | +33.1% | -22.4% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling