+30.8%
TRMB vs KIM
+65.6%
-34.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -16.6% | +2.8% | -19.3% | -17.8% |
| 30D | -8.9% | +15.9% | -24.8% | -15.3% |
| 3M | -6.3% | +7.8% | -14.1% | -9.9% |
| 6M | -10.0% | +11.9% | -21.8% | -15.3% |
| YTD | -30.1% | +31.0% | -61.2% | -39.7% |
| 1Y | -31.3% | +32.3% | -63.7% | -41.1% |
| 3Y | +30.8% | +65.5% | -34.6% | -1.0% |
| All | +30.8% | +65.6% | -34.7% | -1.0% |
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 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