+2,174.7%
TRGP vs KIM
+176.3%
+1,998.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +0.8% | +0.4% | +0.4% | +0.5% |
| 30D | +11.5% | -4.0% | +15.5% | +14.2% |
| 3M | +9.0% | +0.5% | +8.4% | +8.1% |
| 6M | +20.5% | +3.6% | +16.9% | +16.9% |
| YTD | +59.5% | +20.4% | +39.1% | +40.6% |
| 1Y | +77.9% | +9.7% | +68.2% | +65.9% |
| 3Y | +253.6% | +46.0% | +207.6% | +167.2% |
| 5Y | +615.5% | +34.4% | +581.0% | +456.1% |
| 10Y | +897.1% | +29.3% | +867.8% | +620.1% |
| All | +2,174.7% | +176.3% | +1,998.4% | +961.2% |
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 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