+140.3%
RBRK vs KIM
+42.2%
+98.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.5% |
| 7D | -3.5% | -1.5% | -2.0% | -3.0% |
| 30D | -8.3% | -1.7% | -6.6% | -7.8% |
| 3M | +24.7% | -7.1% | +31.8% | +27.4% |
| 6M | +58.9% | +2.9% | +56.0% | +55.1% |
| YTD | +16.3% | +18.8% | -2.6% | +4.9% |
| 1Y | +10.1% | +9.4% | +0.7% | +4.4% |
| All | +140.3% | +42.2% | +98.1% | +124.1% |
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