+1,507.8%
RL vs KIM
+925.7%
+582.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | -4.2% | +4.1% | -8.2% | -5.8% |
| 30D | +4.3% | +16.8% | -12.5% | -2.6% |
| 3M | -4.6% | +5.7% | -10.3% | -6.9% |
| 6M | +1.7% | +9.7% | -8.0% | -2.4% |
| YTD | +7.3% | +30.2% | -22.9% | -4.7% |
| 1Y | +20.8% | +32.1% | -11.3% | +6.6% |
| 3Y | +247.0% | +58.6% | +188.4% | +180.5% |
| 5Y | +225.5% | +31.2% | +194.3% | +185.3% |
| 10Y | +363.0% | +66.7% | +296.4% | +236.9% |
| All | +1,507.8% | +925.7% | +582.1% | +313.1% |
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