+10.7%
RL vs KIM
+10.4%
+0.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.8% | +0.4% | -1.2% | -1.1% |
| 30D | -7.8% | -4.0% | -3.8% | -5.7% |
| 3M | -4.0% | +0.5% | -4.5% | -5.1% |
| 6M | -1.9% | +3.6% | -5.5% | -4.6% |
| YTD | -0.2% | +20.4% | -20.6% | -10.9% |
| 1Y | +10.7% | +9.7% | +1.0% | +3.7% |
| All | +10.7% | +10.4% | +0.2% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling