-9.2%
TYL vs KIM
+31.2%
-40.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +4.3% | +2.8% | +1.5% | +3.3% |
| 30D | +28.0% | +15.9% | +12.1% | +22.5% |
| 3M | +32.3% | +7.8% | +24.6% | +28.4% |
| 6M | +29.9% | +11.9% | +18.0% | +26.7% |
| YTD | -7.1% | +31.0% | -38.2% | -12.0% |
| 1Y | -9.2% | +32.3% | -41.6% | -14.7% |
| All | -9.2% | +31.2% | -40.5% | -14.7% |
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