+270.9%
RMBS vs KIM
+37.3%
+233.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | +3.5% | -1.0% | +4.4% | +3.9% |
| 30D | -8.6% | -1.1% | -7.5% | -8.2% |
| 3M | -40.3% | -5.3% | -35.0% | -39.2% |
| 6M | -1.0% | +3.9% | -4.9% | -3.7% |
| YTD | -4.6% | +20.3% | -24.9% | -14.0% |
| 1Y | +17.6% | +10.4% | +7.1% | +10.6% |
| 3Y | +58.6% | +46.3% | +12.3% | +26.9% |
| 5Y | +270.9% | +37.6% | +233.3% | +216.5% |
| All | +270.9% | +37.3% | +233.6% | +216.5% |
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