-87.9%
RIVN vs KIM
+38.3%
-126.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.4% | -5.2% | -5.2% |
| 7D | -10.5% | +0.1% | -10.6% | -10.6% |
| 30D | -5.9% | +14.1% | -20.1% | -16.8% |
| 3M | -23.0% | +6.0% | -29.0% | -27.3% |
| 6M | -14.6% | +13.2% | -27.9% | -26.0% |
| YTD | -38.2% | +30.4% | -68.6% | -53.5% |
| 1Y | -25.7% | +31.0% | -56.7% | -44.6% |
| 3Y | -24.8% | +67.6% | -92.4% | -57.9% |
| 5Y | -90.6% | +35.8% | -126.4% | -93.0% |
| All | -87.9% | +38.3% | -126.2% | -91.0% |
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