+361.7%
TXG vs KIM
+9.1%
+352.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | +1.8% | -0.8% | +2.6% | +1.8% |
| 30D | +32.0% | -5.1% | +37.1% | +32.3% |
| 3M | +87.0% | -0.6% | +87.6% | +82.2% |
| 6M | +180.1% | +2.4% | +177.7% | +169.1% |
| YTD | +284.1% | +19.0% | +265.1% | +250.2% |
| 1Y | +361.7% | +8.4% | +353.3% | +338.1% |
| All | +361.7% | +9.1% | +352.5% | +338.1% |
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 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