+37.2%
KIM vs RVTY
-7.6%
+44.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +2.8% | -2.7% | +5.4% | +3.4% |
| 30D | +15.9% | +3.2% | +12.6% | +14.5% |
| 3M | +7.8% | +37.2% | -29.4% | -2.0% |
| 6M | +11.9% | +57.7% | -45.8% | -2.9% |
| YTD | +31.0% | +64.8% | -33.8% | +10.8% |
| 1Y | +32.3% | +72.8% | -40.5% | +9.9% |
| 3Y | +65.5% | +89.8% | -24.3% | +29.7% |
| 5Y | +37.2% | -8.4% | +45.7% | +34.5% |
| All | +37.2% | -7.6% | +44.8% | +34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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