+221.9%
RL vs KIM
+31.1%
+190.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.1% |
| 7D | -4.2% | +4.1% | -8.2% | -6.5% |
| 30D | +4.3% | +16.8% | -12.5% | -5.5% |
| 3M | -4.6% | +5.7% | -10.3% | -8.0% |
| 6M | +1.7% | +9.7% | -8.0% | -4.3% |
| YTD | +7.3% | +30.2% | -22.9% | -9.8% |
| 1Y | +20.8% | +32.1% | -11.3% | +0.6% |
| 3Y | +247.0% | +58.6% | +188.4% | +149.7% |
| All | +221.9% | +31.1% | +190.8% | +155.4% |
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