+396.5%
TTMI vs KIM
+63.6%
+332.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -3.0% |
| 7D | +11.4% | +0.1% | +11.3% | +11.4% |
| 30D | -28.3% | +14.1% | -42.4% | -32.1% |
| 3M | -46.7% | +6.0% | -52.7% | -48.2% |
| 6M | -56.1% | +13.2% | -69.4% | -58.8% |
| YTD | +7.4% | +30.4% | -23.0% | -4.4% |
| 1Y | +17.4% | +31.0% | -13.6% | +4.3% |
| 3Y | +429.1% | +67.6% | +361.5% | +330.5% |
| 5Y | +418.8% | +35.8% | +383.0% | +351.7% |
| All | +396.5% | +63.6% | +332.9% | +255.1% |
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