-28.7%
RBA vs KIM
+10.5%
-39.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -1.1% | -0.3% | -0.7% | -1.0% |
| 30D | -13.2% | -1.7% | -11.5% | -12.7% |
| 3M | -21.4% | -0.8% | -20.5% | -20.9% |
| 6M | -20.9% | +4.4% | -25.3% | -21.6% |
| YTD | -19.9% | +21.2% | -41.1% | -23.7% |
| 1Y | -28.7% | +10.5% | -39.2% | -31.5% |
| All | -28.7% | +10.5% | -39.2% | -31.5% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling