+101.8%
TXT vs KIM
+65.6%
+36.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.7% |
| 7D | -3.5% | +2.8% | -6.4% | -5.0% |
| 30D | +15.2% | +16.3% | -1.2% | +6.6% |
| 3M | -4.5% | +6.6% | -11.1% | -7.6% |
| 6M | -6.1% | +12.3% | -18.4% | -11.7% |
| YTD | -2.0% | +31.6% | -33.5% | -15.1% |
| 1Y | +4.2% | +31.5% | -27.3% | -9.8% |
| 3Y | +14.4% | +68.0% | -53.6% | -13.8% |
| 5Y | +12.3% | +38.7% | -26.4% | -7.6% |
| 10Y | +101.8% | +65.7% | +36.1% | +21.9% |
| All | +101.8% | +65.6% | +36.3% | +21.9% |
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