+578.9%
RKLB vs KIM
+107.9%
+470.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +26.3% | -1.0% | +27.3% | +27.2% |
| 30D | +0.7% | +14.8% | -14.1% | -7.8% |
| 3M | -17.3% | +8.1% | -25.5% | -21.6% |
| 6M | -43.6% | +11.7% | -55.3% | -48.4% |
| YTD | -5.2% | +30.7% | -35.9% | -21.8% |
| 1Y | +29.1% | +29.7% | -0.6% | +6.7% |
| 3Y | +1,413.7% | +65.1% | +1,348.6% | +987.5% |
| 5Y | +364.9% | +34.7% | +330.2% | +275.3% |
| All | +578.9% | +107.9% | +470.9% | +452.3% |
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 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