+568.1%
TRI vs KIM
+385.3%
+182.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.9% |
| 3M | +24.1% | +0.5% | +23.5% | +23.9% |
| 6M | +3.8% | +3.6% | +0.2% | +2.7% |
| YTD | -16.9% | +20.4% | -37.3% | -20.9% |
| 1Y | -38.4% | +9.7% | -48.1% | -40.0% |
| 3Y | -12.2% | +46.0% | -58.2% | -21.6% |
| 5Y | -1.8% | +34.4% | -36.2% | -11.8% |
| 10Y | +207.6% | +29.3% | +178.3% | +156.6% |
| All | +568.1% | +385.3% | +182.8% | +212.9% |
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