+350.2%
RCL vs KIM
+29.1%
+321.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.8% |
| 7D | -0.5% | -0.3% | -0.1% | -0.2% |
| 30D | -17.3% | -1.7% | -15.6% | -16.2% |
| 3M | -2.8% | -0.8% | -1.9% | -2.4% |
| 6M | -4.4% | +4.4% | -8.8% | -8.1% |
| YTD | -4.2% | +21.2% | -25.4% | -18.5% |
| 1Y | -23.4% | +10.5% | -33.9% | -29.8% |
| 3Y | +179.4% | +47.5% | +131.9% | +97.2% |
| 5Y | +238.8% | +37.1% | +201.7% | +156.3% |
| 10Y | +350.2% | +29.5% | +320.7% | +152.1% |
| All | +350.2% | +29.1% | +321.1% | +152.1% |
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 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