+30.0%
TXG vs KIM
+57.5%
-27.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.8% | +3.5% |
| 7D | +9.5% | -1.7% | +11.2% | +10.1% |
| 30D | +18.8% | -3.0% | +21.7% | +19.9% |
| 3M | +136.1% | -8.9% | +145.0% | +142.6% |
| 6M | +235.2% | +2.4% | +232.9% | +230.4% |
| YTD | +320.5% | +18.3% | +302.2% | +292.8% |
| 1Y | +425.2% | +8.2% | +417.0% | +406.3% |
| 3Y | +42.9% | +44.0% | -1.1% | +28.1% |
| 5Y | -62.8% | +37.3% | -100.2% | -65.6% |
| All | +30.0% | +57.5% | -27.4% | +48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling