-34.3%
TYL vs KIM
+9.1%
-43.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.7% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | +18.7% | -5.1% | +23.8% | +20.2% |
| 3M | +18.1% | -0.6% | +18.8% | +19.2% |
| 6M | -1.1% | +2.4% | -3.5% | -1.0% |
| YTD | -19.8% | +19.0% | -38.8% | -22.7% |
| 1Y | -34.3% | +8.4% | -42.7% | -34.0% |
| All | -34.3% | +9.1% | -43.5% | -34.0% |
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