+419.8%
TXN vs KIM
+32.5%
+387.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.9% |
| 7D | +4.0% | -1.7% | +5.7% | +4.5% |
| 30D | -2.9% | -3.0% | +0.1% | -2.1% |
| 3M | -9.1% | -8.9% | -0.2% | -7.0% |
| 6M | +36.6% | +2.4% | +34.3% | +35.1% |
| YTD | +57.5% | +18.3% | +39.1% | +49.1% |
| 1Y | +49.5% | +8.2% | +41.4% | +45.2% |
| 3Y | +76.5% | +44.0% | +32.5% | +57.7% |
| 5Y | +62.4% | +37.3% | +25.0% | +46.8% |
| All | +419.8% | +32.5% | +387.3% | +320.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling