+807.8%
TRGP vs KIM
+63.0%
+744.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +1.9% |
| 7D | +9.0% | -0.7% | +9.7% | +9.5% |
| 30D | +1.5% | +13.4% | -11.9% | -6.7% |
| 3M | +10.7% | +6.5% | +4.2% | +5.8% |
| 6M | +17.1% | +10.6% | +6.5% | +8.6% |
| YTD | +63.6% | +29.9% | +33.7% | +35.9% |
| 1Y | +77.0% | +29.6% | +47.4% | +47.2% |
| 3Y | +273.2% | +64.1% | +209.1% | +157.5% |
| 5Y | +508.6% | +35.3% | +473.3% | +365.2% |
| All | +807.8% | +63.0% | +744.8% | +412.5% |
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