-64.0%
TXG vs KIM
+35.1%
-99.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.3% |
| 7D | +5.0% | -1.5% | +6.5% | +6.4% |
| 30D | +13.5% | -1.7% | +15.2% | +15.1% |
| 3M | +128.0% | -7.1% | +135.2% | +140.1% |
| 6M | +224.4% | +2.9% | +221.6% | +209.1% |
| YTD | +307.0% | +18.8% | +288.1% | +234.7% |
| 1Y | +427.2% | +9.4% | +417.8% | +368.6% |
| 3Y | +40.2% | +44.6% | -4.4% | -3.2% |
| 5Y | -64.0% | +37.9% | -102.0% | -70.6% |
| All | -64.0% | +35.1% | -99.1% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling