+60.2%
TXG vs KIM
+65.6%
-5.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.8% |
| 7D | -1.8% | +0.1% | -2.0% | -1.8% |
| 30D | -20.4% | +14.1% | -34.5% | -28.9% |
| 3M | +0.1% | +6.0% | -5.9% | -5.0% |
| 6M | +176.2% | +13.2% | +162.9% | +140.3% |
| YTD | +256.8% | +30.4% | +226.4% | +166.0% |
| 1Y | +255.9% | +31.0% | +224.9% | +163.6% |
| 3Y | +60.2% | +67.6% | -7.4% | -6.4% |
| All | +60.2% | +65.6% | -5.3% | -6.4% |
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