-24.8%
TYL vs KIM
+34.4%
-59.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -3.7% | +0.4% | -4.1% | -3.9% |
| 30D | +18.7% | -4.0% | +22.7% | +20.9% |
| 3M | +18.1% | +0.5% | +17.6% | +17.8% |
| 6M | -1.1% | +3.6% | -4.7% | -3.1% |
| YTD | -19.8% | +20.4% | -40.2% | -27.0% |
| 1Y | -34.3% | +9.7% | -44.0% | -37.5% |
| 3Y | -8.2% | +46.0% | -54.2% | -26.9% |
| All | -24.8% | +34.4% | -59.2% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling