+233.7%
RNG vs KIM
+63.6%
+170.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.8% |
| 7D | +4.6% | +0.1% | +4.5% | +4.6% |
| 30D | +0.4% | +14.1% | -13.7% | -3.2% |
| 3M | +11.4% | +6.0% | +5.4% | +9.5% |
| 6M | +95.7% | +13.2% | +82.4% | +88.8% |
| YTD | +162.9% | +30.4% | +132.5% | +144.4% |
| 1Y | +180.3% | +31.0% | +149.2% | +160.1% |
| 3Y | +188.3% | +67.6% | +120.7% | +153.6% |
| 5Y | -72.5% | +35.8% | -108.3% | -74.7% |
| All | +233.7% | +63.6% | +170.1% | +250.6% |
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