+244.0%
RL vs KIM
+34.4%
+209.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 3M | -4.0% | +0.5% | -4.5% | -4.7% |
| 6M | -1.9% | +3.6% | -5.5% | -4.3% |
| YTD | -0.2% | +20.4% | -20.6% | -11.5% |
| 1Y | +10.7% | +9.7% | +1.0% | +3.9% |
| 3Y | +210.8% | +46.0% | +164.8% | +137.8% |
| All | +244.0% | +34.4% | +209.6% | +178.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling