-2.7%
TXT vs KIM
+9.1%
-11.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.2% |
| 7D | -4.8% | -0.8% | -4.0% | -4.5% |
| 30D | -10.6% | -5.1% | -5.5% | -8.4% |
| 3M | -13.2% | -0.6% | -12.5% | -13.6% |
| 6M | -20.3% | +2.4% | -22.7% | -21.9% |
| YTD | -9.3% | +19.0% | -28.3% | -18.4% |
| 1Y | -2.7% | +8.4% | -11.1% | -9.7% |
| All | -2.7% | +9.1% | -11.8% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling