+5,462.9%
TRV vs KIM
+3,080.3%
+2,382.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -4.9% | -1.7% | -3.1% | -4.3% |
| 3M | +23.7% | -0.8% | +24.6% | +24.0% |
| 6M | +20.3% | +4.4% | +15.9% | +18.5% |
| YTD | +27.1% | +21.2% | +5.8% | +19.0% |
| 1Y | +35.3% | +10.5% | +24.8% | +30.6% |
| 3Y | +139.8% | +47.5% | +92.3% | +107.5% |
| 5Y | +153.9% | +37.1% | +116.8% | +120.3% |
| 10Y | +285.9% | +29.5% | +256.4% | +213.5% |
| All | +5,462.9% | +3,080.3% | +2,382.6% | +1,836.6% |
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