+224.7%
RBA vs KIM
+65.6%
+159.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | +2.5% | +2.8% | -0.3% | +1.9% |
| 30D | +11.6% | +16.3% | -4.8% | +8.0% |
| 3M | +1.5% | +6.6% | -5.1% | +0.1% |
| 6M | -6.6% | +12.3% | -18.9% | -9.0% |
| YTD | -6.3% | +31.6% | -37.8% | -11.7% |
| 1Y | -4.0% | +31.5% | -35.5% | -9.6% |
| 3Y | +47.3% | +68.0% | -20.7% | +30.9% |
| 5Y | +47.7% | +38.7% | +9.0% | +35.2% |
| 10Y | +224.7% | +65.7% | +159.0% | +190.0% |
| All | +224.7% | +65.6% | +159.1% | +190.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling