+190.3%
RDDT vs KIM
+35.5%
+154.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -7.4% | -1.0% | -6.4% | -7.0% |
| 30D | -7.7% | -1.1% | -6.7% | -7.3% |
| 3M | -17.8% | -5.3% | -12.5% | -16.2% |
| 6M | +5.5% | +3.9% | +1.5% | +1.9% |
| YTD | -36.3% | +20.3% | -56.6% | -43.9% |
| 1Y | -39.0% | +10.4% | -49.5% | -43.2% |
| All | +190.3% | +35.5% | +154.8% | +158.3% |
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