-79.5%
RAM vs KIM
+2.7%
-82.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.5% | -1.0% | -31.5% | -35.1% |
| 7D | -49.5% | +5.0% | -54.4% | -41.4% |
| 30D | -63.2% | +15.8% | -79.0% | -40.7% |
| 3M | -58.5% | +4.3% | -62.8% | -54.7% |
| All | -79.5% | +2.7% | -82.2% | -79.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling