-20.0%
RKT vs KIM
+198.4%
-218.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.7% |
| 7D | +4.6% | +2.8% | +1.9% | +3.2% |
| 30D | +25.9% | +15.9% | +10.0% | +16.6% |
| 3M | +5.0% | +7.8% | -2.8% | +1.1% |
| 6M | -7.9% | +11.9% | -19.8% | -13.1% |
| YTD | -25.4% | +31.0% | -56.4% | -35.3% |
| 1Y | -15.4% | +32.3% | -47.7% | -27.0% |
| 3Y | +83.3% | +65.5% | +17.8% | +45.0% |
| 5Y | -0.8% | +37.2% | -38.0% | -15.7% |
| All | -20.0% | +198.4% | -218.4% | -39.1% |
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