+24.7%
RCL vs KIM
+29.4%
-4.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.6% |
| 7D | -0.2% | -0.7% | +0.4% | +0.2% |
| 30D | +14.4% | +13.4% | +1.0% | +7.3% |
| 3M | +5.2% | +6.5% | -1.4% | +1.9% |
| 6M | +26.1% | +10.6% | +15.5% | +18.4% |
| YTD | +17.4% | +29.9% | -12.6% | -1.2% |
| 1Y | +24.7% | +29.6% | -4.9% | +5.6% |
| All | +24.7% | +29.4% | -4.8% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling