+557.5%
RKLB vs KIM
+106.6%
+450.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.8% |
| 7D | +39.3% | -0.7% | +40.0% | +39.9% |
| 30D | -0.2% | +13.4% | -13.6% | -8.0% |
| 3M | -21.1% | +6.5% | -27.6% | -24.4% |
| 6M | -45.5% | +10.6% | -56.1% | -49.8% |
| YTD | -8.2% | +29.9% | -38.1% | -24.0% |
| 1Y | +28.2% | +29.6% | -1.3% | +6.0% |
| 3Y | +1,366.1% | +64.1% | +1,302.1% | +957.3% |
| 5Y | +345.9% | +35.3% | +310.6% | +261.5% |
| All | +557.5% | +106.6% | +450.9% | +437.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling