+5,669.9%
RCL vs KIM
+1,756.1%
+3,913.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +6.5% | +4.1% | +2.4% | +4.0% |
| 30D | +15.9% | +16.8% | -0.9% | +5.0% |
| 3M | +2.7% | +5.7% | -3.0% | -0.9% |
| 6M | +15.2% | +9.7% | +5.5% | +8.2% |
| YTD | +19.2% | +30.2% | -11.0% | +0.3% |
| 1Y | +31.6% | +32.1% | -0.5% | +9.7% |
| 3Y | +274.2% | +58.6% | +215.6% | +174.3% |
| 5Y | +250.1% | +31.2% | +218.9% | +193.4% |
| 10Y | +388.4% | +66.7% | +321.8% | +244.3% |
| All | +5,669.9% | +1,756.1% | +3,913.8% | +1,211.8% |
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