+68.4%
RMD vs KIM
+60.7%
+7.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.5% |
| 7D | +2.3% | +4.1% | -1.7% | +0.8% |
| 30D | +4.1% | +16.8% | -12.7% | -1.8% |
| 3M | +5.7% | +5.7% | 0.0% | +3.4% |
| 6M | +12.9% | +9.7% | +3.2% | +8.8% |
| YTD | -1.5% | +30.2% | -31.7% | -11.1% |
| 1Y | -4.8% | +32.1% | -36.9% | -14.5% |
| All | +68.4% | +60.7% | +7.8% | +39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling