+2.0%
RDW vs KIM
+85.7%
-83.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | +0.9% | -1.7% | +2.6% | +2.1% |
| 30D | -21.3% | -3.0% | -18.3% | -19.7% |
| 3M | -37.9% | -8.9% | -29.0% | -34.7% |
| 6M | +12.3% | +2.4% | +9.9% | +7.5% |
| YTD | +39.7% | +18.3% | +21.4% | +18.4% |
| 1Y | +25.7% | +8.2% | +17.5% | +14.4% |
| 3Y | +230.8% | +44.0% | +186.8% | +148.6% |
| 5Y | -8.8% | +37.3% | -46.1% | -24.7% |
| All | +2.0% | +85.7% | -83.7% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling