+14,869.4%
TYL vs KIM
+3,330.6%
+11,538.7%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +15.1% | +5.0% | +10.1% | +13.7% |
| 30D | +30.1% | +15.8% | +14.3% | +25.3% |
| 3M | +40.4% | +4.3% | +36.1% | +38.9% |
| 6M | +31.3% | +11.4% | +19.9% | +27.6% |
| YTD | -5.2% | +30.8% | -36.0% | -11.8% |
| 1Y | -6.6% | +31.4% | -38.0% | -13.3% |
| 3Y | +3.4% | +57.7% | -54.3% | -9.2% |
| 5Y | -19.3% | +31.7% | -51.0% | -25.8% |
| 10Y | +178.1% | +67.4% | +110.7% | +119.2% |
| All | +14,869.4% | +3,330.6% | +11,538.7% | +4,771.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling