+187.8%
TYL vs KIM
+63.6%
+124.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +21.1% | +14.1% | +7.0% | +17.9% |
| 3M | +28.9% | +6.0% | +22.9% | +27.4% |
| 6M | +42.0% | +13.2% | +28.8% | +38.4% |
| YTD | -6.6% | +30.4% | -37.0% | -11.7% |
| 1Y | -9.1% | +31.0% | -40.1% | -14.1% |
| 3Y | +1.8% | +67.6% | -65.8% | -8.9% |
| 5Y | -22.9% | +35.8% | -58.7% | -28.4% |
| All | +187.8% | +63.6% | +124.2% | +162.2% |
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