+3,554.7%
RBA vs KIM
+739.7%
+2,815.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | -12.3% | -4.0% | -8.3% | -11.6% |
| 3M | -20.5% | +0.5% | -21.1% | -20.6% |
| 6M | -18.5% | +3.6% | -22.2% | -19.2% |
| YTD | -18.2% | +20.4% | -38.7% | -21.4% |
| 1Y | -27.5% | +9.7% | -37.2% | -29.0% |
| 3Y | +38.1% | +46.0% | -7.9% | +26.6% |
| 5Y | +44.8% | +34.4% | +10.4% | +33.8% |
| 10Y | +187.1% | +29.3% | +157.8% | +150.7% |
| All | +3,554.7% | +739.7% | +2,815.0% | +1,941.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling