+302.0%
TRV vs KIM
+32.5%
+269.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +1.9% | -1.7% | +3.7% | +2.5% |
| 30D | +1.7% | -3.0% | +4.7% | +2.7% |
| 3M | +23.9% | -8.9% | +32.8% | +27.8% |
| 6M | +26.3% | +2.4% | +23.9% | +25.1% |
| YTD | +30.8% | +18.3% | +12.5% | +23.4% |
| 1Y | +36.3% | +8.2% | +28.1% | +32.4% |
| 3Y | +145.0% | +44.0% | +101.0% | +113.2% |
| 5Y | +163.9% | +37.3% | +126.5% | +128.0% |
| All | +302.0% | +32.5% | +269.5% | +204.5% |
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 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