-38.4%
TRI vs KIM
+10.4%
-48.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.3% | -5.4% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +7.9% | -4.0% | +11.9% | +8.6% |
| 3M | +24.1% | +0.5% | +23.5% | +25.4% |
| 6M | +3.8% | +3.6% | +0.2% | +4.4% |
| YTD | -16.9% | +20.4% | -37.3% | -20.3% |
| 1Y | -38.4% | +9.7% | -48.1% | -42.0% |
| All | -38.4% | +10.4% | -48.8% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling