+13.6%
RL vs KIM
+10.5%
+3.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.5% |
| 7D | +1.9% | -0.3% | +2.2% | +2.1% |
| 30D | -12.2% | -1.7% | -10.5% | -11.4% |
| 3M | -6.6% | -0.8% | -5.8% | -6.8% |
| 6M | +3.2% | +4.4% | -1.2% | -0.2% |
| YTD | -1.3% | +21.2% | -22.5% | -12.6% |
| 1Y | +13.6% | +10.5% | +3.0% | +7.5% |
| All | +13.6% | +10.5% | +3.1% | +7.5% |
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 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