+336.5%
RKLB vs KIM
+37.7%
+298.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.0% |
| 7D | +5.3% | -0.3% | +5.7% | +5.6% |
| 30D | -20.5% | -1.7% | -18.8% | -19.5% |
| 3M | -42.0% | -0.8% | -41.2% | -42.8% |
| 6M | -6.0% | +4.4% | -10.4% | -10.4% |
| YTD | -5.6% | +21.2% | -26.8% | -20.5% |
| 1Y | +38.0% | +10.5% | +27.5% | +24.8% |
| 3Y | +962.4% | +47.5% | +914.9% | +665.4% |
| 5Y | +336.5% | +37.1% | +299.4% | +328.0% |
| All | +336.5% | +37.7% | +298.8% | +328.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling