+147.5%
TTMI vs KIM
+9.4%
+138.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.9% |
| 7D | +6.0% | -1.5% | +7.5% | +5.5% |
| 30D | -6.4% | -1.7% | -4.7% | -6.9% |
| 3M | -28.9% | -7.1% | -21.8% | -30.3% |
| 6M | +26.9% | +2.9% | +24.0% | +22.7% |
| YTD | +77.3% | +18.8% | +58.5% | +81.6% |
| 1Y | +147.5% | +9.4% | +138.1% | +162.7% |
| All | +147.5% | +9.4% | +138.1% | +162.7% |
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 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