-3.8%
TXT vs KIM
+10.5%
-14.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.3% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -11.1% | -1.7% | -9.3% | -10.3% |
| 3M | -13.0% | -0.8% | -12.2% | -13.1% |
| 6M | -16.2% | +4.4% | -20.6% | -18.7% |
| YTD | -8.7% | +21.2% | -30.0% | -19.0% |
| 1Y | -3.8% | +10.5% | -14.3% | -10.9% |
| All | -3.8% | +10.5% | -14.3% | -10.9% |
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 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