-10.9%
TRI vs KIM
+35.1%
-46.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | -14.4% | -1.5% | -12.9% | -14.1% |
| 30D | -8.1% | -1.7% | -6.4% | -7.8% |
| 3M | +17.5% | -7.1% | +24.7% | +19.6% |
| 6M | -5.0% | +2.9% | -7.8% | -5.6% |
| YTD | -24.7% | +18.8% | -43.5% | -27.9% |
| 1Y | -41.5% | +9.4% | -50.9% | -42.9% |
| 3Y | -20.3% | +44.6% | -64.9% | -28.0% |
| 5Y | -10.9% | +37.9% | -48.9% | -18.0% |
| All | -10.9% | +35.1% | -46.0% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling