-35.8%
TRU vs KIM
+35.1%
-70.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.7% |
| 7D | -9.4% | -1.5% | -7.9% | -8.5% |
| 30D | -4.1% | -1.7% | -2.4% | -3.1% |
| 3M | +13.6% | -7.1% | +20.7% | +19.2% |
| 6M | +3.6% | +2.9% | +0.7% | +1.3% |
| YTD | -9.8% | +18.8% | -28.7% | -20.3% |
| 1Y | -13.6% | +9.4% | -23.1% | -19.3% |
| 3Y | -2.0% | +44.6% | -46.5% | -23.8% |
| 5Y | -35.8% | +37.9% | -73.8% | -46.4% |
| All | -35.8% | +35.1% | -70.9% | -46.4% |
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 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