-29.7%
RIG vs KIM
+45.1%
-74.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -8.2% | -1.0% | -7.2% | -7.7% |
| 30D | -0.2% | -1.1% | +0.9% | +0.3% |
| 3M | -2.7% | -5.3% | +2.6% | -0.2% |
| 6M | -7.5% | +3.9% | -11.4% | -10.5% |
| YTD | +38.3% | +20.3% | +18.0% | +21.9% |
| 1Y | +81.8% | +10.4% | +71.4% | +68.8% |
| All | -29.7% | +45.1% | -74.8% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling