+103.2%
TXT vs KIM
+29.7%
+73.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | +0.8% | -1.0% | +1.8% | +1.3% |
| 30D | -10.4% | -1.1% | -9.4% | -10.0% |
| 3M | -14.3% | -5.3% | -9.0% | -12.1% |
| 6M | -15.1% | +3.9% | -19.0% | -17.0% |
| YTD | -8.3% | +20.3% | -28.6% | -16.9% |
| 1Y | -0.7% | +10.4% | -11.1% | -6.1% |
| 3Y | +6.0% | +46.3% | -40.3% | -14.4% |
| 5Y | +12.5% | +37.6% | -25.1% | -7.1% |
| 10Y | +103.2% | +34.5% | +68.7% | +32.2% |
| All | +103.2% | +29.7% | +73.5% | +32.2% |
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