-22.4%
TYL vs KIM
+31.1%
-53.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +6.7% | +4.1% | +2.6% | +4.6% |
| 30D | +26.5% | +16.8% | +9.7% | +17.5% |
| 3M | +37.3% | +5.7% | +31.6% | +33.6% |
| 6M | +31.2% | +9.7% | +21.5% | +25.2% |
| YTD | -7.4% | +30.2% | -37.6% | -19.1% |
| 1Y | -9.6% | +32.1% | -41.7% | -21.7% |
| 3Y | +1.9% | +58.6% | -56.7% | -23.0% |
| All | -22.4% | +31.1% | -53.5% | -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