+215.0%
RNG vs KIM
+32.5%
+182.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -6.1% | -1.7% | -4.4% | -5.7% |
| 30D | +9.6% | -3.0% | +12.6% | +10.5% |
| 3M | +83.3% | -8.9% | +92.2% | +88.1% |
| 6M | +77.9% | +2.4% | +75.6% | +76.4% |
| YTD | +139.9% | +18.3% | +121.6% | +129.1% |
| 1Y | +121.7% | +8.2% | +113.5% | +116.5% |
| 3Y | +121.9% | +44.0% | +77.8% | +102.6% |
| 5Y | -68.4% | +37.3% | -105.7% | -70.3% |
| All | +215.0% | +32.5% | +182.5% | +268.0% |
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