+188.3%
RNG vs KIM
+65.6%
+122.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.9% |
| 7D | +4.6% | +0.1% | +4.5% | +4.5% |
| 30D | +0.4% | +14.1% | -13.7% | -7.6% |
| 3M | +11.4% | +6.0% | +5.4% | +7.2% |
| 6M | +95.7% | +13.2% | +82.4% | +79.7% |
| YTD | +162.9% | +30.4% | +132.5% | +119.1% |
| 1Y | +180.3% | +31.0% | +149.2% | +132.3% |
| 3Y | +188.3% | +67.6% | +120.7% | +88.4% |
| All | +188.3% | +65.6% | +122.8% | +88.4% |
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