+1,395.2%
RL vs KIM
+848.5%
+546.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -7.8% | -4.0% | -3.8% | -6.2% |
| 3M | -4.0% | +0.5% | -4.5% | -4.4% |
| 6M | -1.9% | +3.6% | -5.5% | -3.5% |
| YTD | -0.2% | +20.4% | -20.6% | -8.2% |
| 1Y | +10.7% | +9.7% | +1.0% | +6.0% |
| 3Y | +210.8% | +46.0% | +164.8% | +159.9% |
| 5Y | +238.2% | +34.4% | +203.8% | +193.1% |
| 10Y | +313.4% | +29.3% | +284.1% | +233.3% |
| All | +1,395.2% | +848.5% | +546.7% | +297.6% |
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