-47.9%
RIG vs KIM
+63.6%
-111.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.8% | +3.9% |
| 7D | +5.7% | +0.1% | +5.6% | +5.6% |
| 30D | -0.7% | +14.1% | -14.8% | -10.1% |
| 3M | -3.1% | +6.0% | -9.1% | -7.8% |
| 6M | -16.3% | +13.2% | -29.6% | -24.6% |
| YTD | +34.1% | +30.4% | +3.8% | +8.6% |
| 1Y | +38.2% | +31.0% | +7.1% | +11.4% |
| 3Y | -15.3% | +67.6% | -82.9% | -43.6% |
| 5Y | +62.5% | +35.8% | +26.7% | +23.7% |
| All | -47.9% | +63.6% | -111.5% | -68.7% |
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