+462.1%
TTMI vs KIM
+66.0%
+396.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.2% | +9.0% |
| 7D | +7.2% | -1.0% | +8.3% | +7.7% |
| 30D | -28.7% | +14.8% | -43.5% | -32.7% |
| 3M | -39.8% | +8.1% | -48.0% | -41.7% |
| 6M | -51.7% | +11.7% | -63.4% | -55.0% |
| YTD | +14.1% | +30.7% | -16.7% | -3.5% |
| 1Y | +16.0% | +29.7% | -13.8% | -1.5% |
| All | +462.1% | +66.0% | +396.1% | +302.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling