+34.2%
RKLB vs KIM
+9.4%
+24.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.8% |
| 7D | -2.9% | -1.5% | -1.4% | -3.0% |
| 30D | -22.6% | -1.7% | -20.9% | -22.6% |
| 3M | -41.0% | -7.1% | -33.9% | -41.2% |
| 6M | -10.1% | +2.9% | -13.0% | -13.9% |
| YTD | -11.2% | +18.8% | -30.0% | -15.7% |
| 1Y | +34.2% | +9.4% | +24.8% | +42.8% |
| All | +34.2% | +9.4% | +24.8% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling