+42.1%
RKT vs KIM
+47.7%
-5.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.4% |
| 7D | +6.0% | -0.3% | +6.3% | +6.2% |
| 30D | +0.7% | -1.7% | +2.4% | +2.2% |
| 3M | +11.8% | -0.8% | +12.6% | +12.2% |
| 6M | -7.6% | +4.4% | -12.0% | -11.4% |
| YTD | -28.7% | +21.2% | -49.9% | -41.1% |
| 1Y | -32.6% | +10.5% | -43.1% | -39.0% |
| 3Y | +42.1% | +47.5% | -5.4% | -5.5% |
| All | +42.1% | +47.7% | -5.6% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling