+355.6%
RMD vs KIM
+63.6%
+292.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +2.1% | +14.1% | -12.0% | -0.6% |
| 3M | +6.2% | +6.0% | +0.2% | +4.9% |
| 6M | +19.4% | +13.2% | +6.1% | +16.3% |
| YTD | +0.5% | +30.4% | -29.8% | -4.8% |
| 1Y | -3.9% | +31.0% | -35.0% | -9.1% |
| 3Y | +72.5% | +67.6% | +4.9% | +55.3% |
| 5Y | -1.5% | +35.8% | -37.3% | -8.5% |
| All | +355.6% | +63.6% | +292.0% | +299.0% |
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