+273.7%
RMD vs KIM
+33.1%
+240.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.1% |
| 7D | -4.2% | -1.5% | -2.7% | -3.9% |
| 30D | -2.1% | -1.7% | -0.4% | -1.7% |
| 3M | +13.8% | -7.1% | +20.9% | +15.4% |
| 6M | -10.6% | +2.9% | -13.5% | -11.2% |
| YTD | -8.1% | +18.8% | -26.9% | -11.3% |
| 1Y | -18.0% | +9.4% | -27.4% | -19.5% |
| 3Y | +52.9% | +44.6% | +8.3% | +41.5% |
| 5Y | -22.3% | +37.9% | -60.2% | -27.6% |
| All | +273.7% | +33.1% | +240.6% | +247.2% |
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 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