+2,319.1%
TRMB vs KIM
+3,058.9%
-739.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | +1.5% | -4.0% | +5.5% | +3.0% |
| 3M | +6.8% | +0.5% | +6.2% | +6.4% |
| 6M | -14.9% | +3.6% | -18.6% | -16.3% |
| YTD | -24.1% | +20.4% | -44.5% | -29.5% |
| 1Y | -25.4% | +9.7% | -35.1% | -28.3% |
| 3Y | +8.0% | +46.0% | -38.0% | -7.3% |
| 5Y | -37.3% | +34.4% | -71.8% | -44.4% |
| 10Y | +116.8% | +29.3% | +87.5% | +77.1% |
| All | +2,319.1% | +3,058.9% | -739.8% | +899.7% |
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