+38.5%
TXG vs KIM
+47.7%
-9.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.1% |
| 7D | +9.4% | -0.3% | +9.7% | +9.7% |
| 30D | +26.1% | -1.7% | +27.8% | +27.6% |
| 3M | +124.8% | -0.8% | +125.6% | +122.1% |
| 6M | +215.2% | +4.4% | +210.8% | +195.1% |
| YTD | +302.2% | +21.2% | +281.0% | +220.4% |
| 1Y | +370.9% | +10.5% | +360.4% | +312.8% |
| 3Y | +38.5% | +47.5% | -9.0% | -6.8% |
| All | +38.5% | +47.7% | -9.2% | -6.8% |
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