-37.4%
TRMB vs KIM
+37.7%
-75.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.6% |
| 7D | -0.3% | -0.3% | +0.1% | -0.1% |
| 30D | -1.2% | -1.7% | +0.5% | -0.3% |
| 3M | +9.6% | -0.8% | +10.4% | +9.8% |
| 6M | -16.1% | +4.4% | -20.5% | -18.8% |
| YTD | -25.0% | +21.2% | -46.2% | -34.0% |
| 1Y | -27.7% | +10.5% | -38.2% | -32.7% |
| 3Y | +15.3% | +47.5% | -32.2% | -13.2% |
| 5Y | -37.4% | +37.1% | -74.5% | -49.5% |
| All | -37.4% | +37.7% | -75.1% | -49.5% |
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