+10.3%
TXG vs KIM
+73.5%
-63.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | -1.8% | +0.1% | -2.0% | -1.8% |
| 30D | -20.4% | +14.1% | -34.5% | -24.1% |
| 3M | +0.1% | +6.0% | -5.9% | -2.2% |
| 6M | +176.2% | +13.2% | +162.9% | +162.1% |
| YTD | +256.8% | +30.4% | +226.4% | +221.5% |
| 1Y | +255.9% | +31.0% | +224.9% | +220.2% |
| 3Y | +60.2% | +67.6% | -7.4% | +36.5% |
| 5Y | -65.1% | +35.8% | -100.8% | -68.6% |
| All | +10.3% | +73.5% | -63.2% | +21.1% |
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