-19.2%
TRI vs KIM
+42.8%
-62.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -7.9% | -1.7% | -6.1% | -7.6% |
| 30D | -4.5% | -3.0% | -1.5% | -3.9% |
| 3M | +22.1% | -8.9% | +31.0% | +24.4% |
| 6M | -2.8% | +2.4% | -5.2% | -3.2% |
| YTD | -23.4% | +18.3% | -41.7% | -26.2% |
| 1Y | -41.5% | +8.2% | -49.7% | -42.6% |
| 3Y | -19.2% | +44.0% | -63.2% | -23.1% |
| All | -19.2% | +42.8% | -62.0% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling