+124.2%
RNG vs KIM
+45.1%
+79.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.3% |
| 7D | -4.1% | -1.0% | -3.1% | -3.5% |
| 30D | +8.6% | -1.1% | +9.7% | +9.3% |
| 3M | +78.0% | -5.3% | +83.3% | +84.6% |
| 6M | +67.0% | +3.9% | +63.1% | +61.5% |
| YTD | +142.4% | +20.3% | +122.2% | +112.7% |
| 1Y | +120.4% | +10.4% | +110.0% | +104.4% |
| All | +124.2% | +45.1% | +79.0% | +61.7% |
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