+18.8%
TXG vs KIM
+60.2%
-41.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.8% | +0.4% | +1.4% | +1.6% |
| 30D | +32.0% | -4.0% | +36.0% | +33.8% |
| 3M | +87.0% | +0.5% | +86.5% | +85.5% |
| 6M | +180.1% | +3.6% | +176.5% | +174.9% |
| YTD | +284.1% | +20.4% | +263.7% | +256.7% |
| 1Y | +361.7% | +9.7% | +352.0% | +343.1% |
| 3Y | +15.9% | +46.0% | -30.1% | +3.4% |
| 5Y | -66.2% | +34.4% | -100.6% | -68.8% |
| All | +18.8% | +60.2% | -41.5% | +34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling