+534.0%
RMBS vs KIM
+63.6%
+470.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.3% |
| 7D | +10.3% | +0.1% | +10.2% | +10.3% |
| 30D | -10.7% | +14.1% | -24.8% | -14.5% |
| 3M | -17.2% | +6.0% | -23.2% | -18.9% |
| 6M | -39.0% | +13.2% | -52.3% | -41.8% |
| YTD | -10.5% | +30.4% | -40.9% | -18.6% |
| 1Y | -11.0% | +31.0% | -42.0% | -19.2% |
| 3Y | +31.3% | +67.6% | -36.3% | +9.8% |
| 5Y | +242.8% | +35.8% | +207.0% | +203.5% |
| All | +534.0% | +63.6% | +470.4% | +377.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling