+212.8%
RDDT vs KIM
+33.3%
+179.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +2.1% | -1.7% | +3.9% | +2.9% |
| 30D | +2.8% | -3.0% | +5.8% | +4.1% |
| 3M | -8.9% | -8.9% | -0.1% | -5.4% |
| 6M | +15.1% | +2.4% | +12.7% | +11.8% |
| YTD | -31.4% | +18.3% | -49.7% | -39.1% |
| 1Y | -39.4% | +8.2% | -47.6% | -43.1% |
| All | +212.8% | +33.3% | +179.5% | +180.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling