+1,030.0%
RMBS vs KIM
+898.1%
+132.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -0.3% | +0.4% | -0.8% | -0.5% |
| 30D | -12.2% | -4.0% | -8.2% | -10.9% |
| 3M | -49.5% | +0.5% | -50.1% | -50.0% |
| 6M | -7.1% | +3.6% | -10.8% | -8.8% |
| YTD | -7.0% | +20.4% | -27.4% | -13.8% |
| 1Y | +13.3% | +9.7% | +3.6% | +8.6% |
| 3Y | +49.2% | +46.0% | +3.3% | +27.6% |
| 5Y | +250.0% | +34.4% | +215.5% | +205.6% |
| 10Y | +495.1% | +29.3% | +465.8% | +371.2% |
| All | +1,030.0% | +898.1% | +132.0% | +156.5% |
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 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