+145.7%
TRU vs KIM
+32.5%
+113.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -2.7% | -1.7% | -1.0% | -2.0% |
| 30D | -2.0% | -3.0% | +0.9% | -0.8% |
| 3M | +18.4% | -8.9% | +27.3% | +23.2% |
| 6M | +8.9% | +2.4% | +6.5% | +7.7% |
| YTD | -8.9% | +18.3% | -27.3% | -15.4% |
| 1Y | -15.9% | +8.2% | -24.1% | -18.8% |
| 3Y | -1.1% | +44.0% | -45.1% | -14.7% |
| 5Y | -35.2% | +37.3% | -72.5% | -42.9% |
| All | +145.7% | +32.5% | +113.2% | +87.9% |
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 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