+158.5%
TRV vs KIM
+35.1%
+123.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | -1.5% | -1.5% | 0.0% | -1.0% |
| 30D | -1.8% | -1.7% | -0.1% | -1.3% |
| 3M | +21.6% | -7.1% | +28.7% | +24.3% |
| 6M | +22.5% | +2.9% | +19.6% | +21.4% |
| YTD | +28.1% | +18.8% | +9.3% | +21.7% |
| 1Y | +37.0% | +9.4% | +27.6% | +33.2% |
| 3Y | +141.9% | +44.6% | +97.3% | +116.3% |
| 5Y | +158.5% | +37.9% | +120.6% | +128.5% |
| All | +158.5% | +35.1% | +123.4% | +128.5% |
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 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