-20.4%
RMD vs KIM
+9.4%
-29.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -4.7% | -1.0% | -3.8% | -4.4% |
| 30D | +0.2% | -1.1% | +1.3% | +0.7% |
| 3M | +12.0% | -5.3% | +17.3% | +14.6% |
| 6M | -12.5% | +3.9% | -16.5% | -14.2% |
| YTD | -7.9% | +20.3% | -28.2% | -14.8% |
| 1Y | -20.4% | +10.4% | -30.8% | -23.5% |
| All | -20.4% | +9.4% | -29.8% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling