+379.0%
RCL vs KIM
+65.6%
+313.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.2% |
| 7D | +5.0% | +2.8% | +2.1% | +2.8% |
| 30D | +19.4% | +16.3% | +3.1% | +5.9% |
| 3M | +5.9% | +6.6% | -0.7% | +0.6% |
| 6M | +23.8% | +12.3% | +11.5% | +12.2% |
| YTD | +22.8% | +31.6% | -8.7% | -2.3% |
| 1Y | +34.3% | +31.5% | +2.8% | +6.9% |
| 3Y | +276.4% | +68.0% | +208.4% | +139.7% |
| 5Y | +281.6% | +38.7% | +242.9% | +186.0% |
| 10Y | +379.0% | +65.7% | +313.3% | +130.5% |
| All | +379.0% | +65.6% | +313.4% | +130.5% |
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 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