-42.2%
RIG vs KIM
+32.5%
-74.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | -3.1% | -1.7% | -1.3% | -1.9% |
| 30D | -0.5% | -3.0% | +2.4% | +1.5% |
| 3M | -6.0% | -8.9% | +2.9% | -0.2% |
| 6M | -10.1% | +2.4% | -12.5% | -12.8% |
| YTD | +37.3% | +18.3% | +19.0% | +19.9% |
| 1Y | +73.9% | +8.2% | +65.7% | +61.6% |
| 3Y | -30.2% | +44.0% | -74.2% | -48.0% |
| 5Y | +62.5% | +37.3% | +25.1% | +22.6% |
| All | -42.2% | +32.5% | -74.7% | -59.8% |
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