+443.1%
TTMI vs KIM
+527.3%
-84.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.0% | +8.9% |
| 7D | +5.9% | +0.4% | +5.4% | +5.6% |
| 30D | -4.3% | -4.0% | -0.3% | -2.6% |
| 3M | -32.0% | +0.5% | -32.6% | -32.9% |
| 6M | +19.5% | +3.6% | +15.8% | +16.7% |
| YTD | +82.0% | +20.4% | +61.6% | +65.5% |
| 1Y | +172.6% | +9.7% | +162.9% | +157.8% |
| 3Y | +744.7% | +46.0% | +698.7% | +602.5% |
| 5Y | +805.6% | +34.4% | +771.1% | +674.3% |
| 10Y | +1,057.6% | +29.3% | +1,028.3% | +773.1% |
| All | +443.1% | +527.3% | -84.2% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling