+31.5%
RBA vs KIM
+46.2%
-14.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | -12.3% | -4.0% | -8.3% | -11.2% |
| 3M | -20.5% | +0.5% | -21.1% | -20.6% |
| 6M | -18.5% | +3.6% | -22.2% | -19.4% |
| YTD | -18.2% | +20.4% | -38.7% | -22.6% |
| 1Y | -27.5% | +9.7% | -37.2% | -29.6% |
| All | +31.5% | +46.2% | -14.7% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling