-9.9%
TYL vs KIM
+33.1%
-43.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +3.4% |
| 7D | +17.3% | +10.6% | +6.7% | +13.4% |
| 30D | +28.9% | +17.5% | +11.4% | +23.1% |
| 3M | +35.1% | +4.7% | +30.4% | +31.8% |
| 6M | +29.3% | +13.1% | +16.2% | +25.8% |
| YTD | -6.8% | +32.1% | -38.8% | -11.3% |
| 1Y | -9.9% | +32.7% | -42.6% | -14.5% |
| All | -9.9% | +33.1% | -43.0% | -14.5% |
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