-24.1%
RKT vs KIM
+195.8%
-220.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.4% | -4.7% |
| 7D | -7.5% | -0.7% | -6.8% | -7.1% |
| 30D | +26.6% | +13.4% | +13.2% | +18.6% |
| 3M | -2.4% | +6.5% | -9.0% | -5.4% |
| 6M | -7.4% | +10.6% | -18.0% | -12.0% |
| YTD | -29.2% | +29.9% | -59.1% | -38.3% |
| 1Y | -23.5% | +29.6% | -53.1% | -33.3% |
| 3Y | +73.9% | +64.1% | +9.9% | +38.2% |
| 5Y | -6.6% | +35.3% | -41.9% | -20.2% |
| All | -24.1% | +195.8% | -220.0% | -41.9% |
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