+41,132.7%
RMD vs KIM
+1,243.8%
+39,888.9%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -5.0% | +0.4% | -5.4% | -5.1% |
| 30D | +2.2% | -4.0% | +6.2% | +3.1% |
| 3M | +17.8% | +0.5% | +17.3% | +17.6% |
| 6M | -11.3% | +3.6% | -14.9% | -12.1% |
| YTD | -4.4% | +20.4% | -24.9% | -8.4% |
| 1Y | -15.7% | +9.7% | -25.4% | -17.6% |
| 3Y | +47.7% | +46.0% | +1.8% | +34.8% |
| 5Y | -19.2% | +34.4% | -53.7% | -25.5% |
| 10Y | +280.4% | +29.3% | +251.1% | +229.3% |
| All | +41,132.7% | +1,243.8% | +39,888.9% | +15,217.3% |
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