+11.1%
RDW vs KIM
+33.1%
-22.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.6% | -8.5% | -2.9% |
| 7D | -14.3% | +10.6% | -24.9% | -9.4% |
| 30D | -26.0% | +17.5% | -43.5% | -19.2% |
| 3M | -27.4% | +4.7% | -32.1% | -25.5% |
| 6M | -10.6% | +13.1% | -23.8% | -7.8% |
| YTD | +1.6% | +32.1% | -30.5% | +6.6% |
| 1Y | +11.1% | +32.7% | -21.6% | +15.9% |
| All | +11.1% | +33.1% | -22.0% | +15.9% |
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