+218.5%
TRU vs KIM
+76.8%
+141.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.1% |
| 7D | -7.2% | -0.3% | -6.9% | -7.1% |
| 30D | -2.8% | -1.7% | -1.1% | -2.2% |
| 3M | +13.0% | -0.8% | +13.8% | +13.3% |
| 6M | +0.7% | +4.4% | -3.7% | -1.2% |
| YTD | -9.0% | +21.2% | -30.2% | -16.2% |
| 1Y | -16.3% | +10.5% | -26.9% | -19.9% |
| 3Y | -1.1% | +47.5% | -48.6% | -15.5% |
| 5Y | -36.0% | +37.1% | -73.1% | -43.7% |
| 10Y | +139.9% | +29.5% | +110.4% | +93.0% |
| All | +218.5% | +76.8% | +141.7% | +132.1% |
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