+141.7%
RNG vs KIM
+9.1%
+132.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.3% |
| 7D | +5.8% | -0.8% | +6.5% | +6.1% |
| 30D | +19.6% | -5.1% | +24.7% | +22.4% |
| 3M | +67.0% | -0.6% | +67.7% | +69.7% |
| 6M | +88.4% | +2.4% | +86.0% | +86.8% |
| YTD | +155.5% | +19.0% | +136.5% | +138.0% |
| 1Y | +141.7% | +8.4% | +133.3% | +124.3% |
| All | +141.7% | +9.1% | +132.5% | +124.3% |
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 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