+812.9%
TTMI vs KIM
+37.3%
+775.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.5% |
| 7D | +7.5% | -1.0% | +8.4% | +8.1% |
| 30D | -4.5% | -1.1% | -3.4% | -3.9% |
| 3M | -28.5% | -5.3% | -23.2% | -27.1% |
| 6M | +28.4% | +3.9% | +24.4% | +23.7% |
| YTD | +80.1% | +20.3% | +59.8% | +57.9% |
| 1Y | +161.0% | +10.4% | +150.6% | +140.6% |
| 3Y | +862.4% | +46.3% | +816.1% | +635.8% |
| 5Y | +812.9% | +37.6% | +775.4% | +645.9% |
| All | +812.9% | +37.3% | +775.6% | +645.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling