+106.1%
TRMB vs KIM
+63.9%
+42.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | +4.1% | -1.0% | +5.1% | +4.5% |
| 30D | -5.1% | +14.8% | -19.8% | -10.6% |
| 3M | -2.6% | +8.1% | -10.7% | -6.1% |
| 6M | -2.7% | +11.7% | -14.4% | -7.6% |
| YTD | -27.9% | +30.7% | -58.6% | -36.1% |
| 1Y | -29.0% | +29.7% | -58.8% | -36.9% |
| 3Y | +35.0% | +65.1% | -30.1% | +8.1% |
| 5Y | -33.9% | +34.7% | -68.6% | -42.6% |
| 10Y | +106.1% | +64.1% | +42.0% | +48.4% |
| All | +106.1% | +63.9% | +42.3% | +48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling