+168.8%
TYL vs KIM
+65.6%
+103.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +3.5% | +2.8% | +0.7% | +2.9% |
| 30D | +26.9% | +16.3% | +10.6% | +23.1% |
| 3M | +33.8% | +6.6% | +27.2% | +32.1% |
| 6M | +28.8% | +12.3% | +16.5% | +25.8% |
| YTD | -7.9% | +31.6% | -39.4% | -13.0% |
| 1Y | -9.8% | +31.5% | -41.3% | -14.8% |
| 3Y | +1.2% | +68.0% | -66.8% | -9.5% |
| 5Y | -22.8% | +38.7% | -61.5% | -28.5% |
| 10Y | +168.8% | +65.7% | +103.1% | +137.6% |
| All | +168.8% | +65.6% | +103.2% | +137.6% |
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