+855.6%
TRGP vs KIM
+33.1%
+822.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.9% |
| 7D | -0.6% | -1.5% | +0.9% | +0.4% |
| 30D | +10.0% | -1.7% | +11.7% | +11.1% |
| 3M | +7.6% | -7.1% | +14.8% | +12.4% |
| 6M | +26.8% | +2.9% | +23.9% | +23.4% |
| YTD | +60.6% | +18.8% | +41.7% | +42.0% |
| 1Y | +82.5% | +9.4% | +73.1% | +69.9% |
| 3Y | +265.0% | +44.6% | +220.4% | +174.0% |
| 5Y | +645.9% | +37.9% | +608.0% | +460.9% |
| All | +855.6% | +33.1% | +822.5% | +490.2% |
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