+241.9%
RCL vs KIM
+65.6%
+176.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +17.8% | +14.1% | +3.7% | +8.8% |
| 3M | +4.9% | +6.0% | -1.1% | +1.3% |
| 6M | +23.7% | +13.2% | +10.5% | +14.2% |
| YTD | +17.8% | +30.4% | -12.6% | -0.8% |
| 1Y | +28.9% | +31.0% | -2.1% | +8.3% |
| 3Y | +241.9% | +67.6% | +174.3% | +152.0% |
| All | +241.9% | +65.6% | +176.3% | +152.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling