-39.4%
RDDT vs KIM
+9.2%
-48.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +2.1% | -1.7% | +3.9% | +2.1% |
| 30D | +2.8% | -3.0% | +5.8% | +2.8% |
| 3M | -8.9% | -8.9% | -0.1% | -8.7% |
| 6M | +15.1% | +2.4% | +12.7% | +11.8% |
| YTD | -31.4% | +18.3% | -49.7% | -37.7% |
| 1Y | -39.4% | +8.2% | -47.6% | -39.0% |
| All | -39.4% | +9.2% | -48.7% | -39.0% |
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 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