+31,158.4%
TXN vs KIM
+3,319.9%
+27,838.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | +9.5% | +0.1% | +9.3% | +9.4% |
| 30D | +8.7% | +14.1% | -5.4% | +4.5% |
| 3M | +11.6% | +6.0% | +5.6% | +9.6% |
| 6M | +0.1% | +13.2% | -13.1% | -4.0% |
| YTD | +78.8% | +30.4% | +48.4% | +64.4% |
| 1Y | +91.2% | +31.0% | +60.2% | +75.5% |
| 3Y | +125.8% | +67.6% | +58.2% | +92.4% |
| 5Y | +83.8% | +35.8% | +48.0% | +65.3% |
| 10Y | +469.9% | +63.7% | +406.2% | +344.7% |
| All | +31,158.4% | +3,319.9% | +27,838.4% | +8,290.2% |
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 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