-22.2%
RKT vs KIM
+174.2%
-196.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.0% |
| 7D | +2.1% | +0.4% | +1.7% | +1.8% |
| 30D | +1.4% | -4.0% | +5.4% | +3.7% |
| 3M | +6.3% | +0.5% | +5.7% | +5.8% |
| 6M | -15.5% | +3.6% | -19.1% | -16.9% |
| YTD | -27.4% | +20.4% | -47.8% | -34.3% |
| 1Y | -26.6% | +9.7% | -36.3% | -30.2% |
| 3Y | +41.2% | +46.0% | -4.8% | +18.7% |
| 5Y | -6.4% | +34.4% | -40.9% | -17.5% |
| All | -22.2% | +174.2% | -196.4% | -38.2% |
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