+1,023.6%
RMBS vs KIM
+976.7%
+46.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.2% |
| 7D | +21.9% | -0.7% | +22.6% | +22.2% |
| 30D | -13.4% | +13.4% | -26.9% | -17.6% |
| 3M | -15.9% | +6.5% | -22.4% | -18.1% |
| 6M | -34.8% | +10.6% | -45.4% | -37.7% |
| YTD | -7.5% | +29.9% | -37.5% | -16.9% |
| 1Y | -16.9% | +29.6% | -46.4% | -25.3% |
| 3Y | +35.5% | +64.1% | -28.5% | +11.0% |
| 5Y | +254.2% | +35.3% | +218.9% | +208.1% |
| 10Y | +558.2% | +63.1% | +495.1% | +376.4% |
| All | +1,023.6% | +976.7% | +46.9% | +147.2% |
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