-40.5%
RIG vs KIM
+1,776.3%
-1,816.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | +0.9% | +0.4% | +0.4% | +0.7% |
| 30D | +13.8% | -4.0% | +17.8% | +15.7% |
| 3M | -6.4% | +0.5% | -6.9% | -7.0% |
| 6M | -8.2% | +3.6% | -11.8% | -10.1% |
| YTD | +41.6% | +20.4% | +21.2% | +29.9% |
| 1Y | +88.7% | +9.7% | +79.0% | +79.8% |
| 3Y | -30.9% | +46.0% | -76.8% | -41.7% |
| 5Y | +57.7% | +34.4% | +23.2% | +37.5% |
| 10Y | -39.3% | +29.3% | -68.6% | -47.7% |
| All | -40.5% | +1,776.3% | -1,816.9% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling