+134.2%
RBRK vs KIM
+41.6%
+92.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -7.5% | -1.7% | -5.8% | -7.0% |
| 30D | -10.4% | -3.0% | -7.5% | -9.6% |
| 3M | +21.3% | -8.9% | +30.1% | +24.8% |
| 6M | +50.6% | +2.4% | +48.3% | +47.3% |
| YTD | +13.3% | +18.3% | -5.0% | +2.4% |
| 1Y | +11.2% | +8.2% | +3.1% | +6.0% |
| All | +134.2% | +41.6% | +92.6% | +118.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling