+547.3%
RKLB vs KIM
+91.3%
+456.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.8% |
| 7D | 0.0% | -1.0% | +0.9% | +0.6% |
| 30D | -21.2% | -1.1% | -20.1% | -20.7% |
| 3M | -41.7% | -5.3% | -36.4% | -40.5% |
| 6M | -11.8% | +3.9% | -15.7% | -14.9% |
| YTD | -9.6% | +20.3% | -29.9% | -21.2% |
| 1Y | +34.1% | +10.4% | +23.7% | +23.4% |
| 3Y | +917.3% | +46.3% | +870.9% | +688.3% |
| 5Y | +204.4% | +37.6% | +166.8% | +162.1% |
| All | +547.3% | +91.3% | +456.0% | +456.5% |
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