+305.4%
RNG vs KIM
+115.4%
+190.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | +5.8% | +0.4% | +5.4% | +5.6% |
| 30D | +19.6% | -4.0% | +23.6% | +20.9% |
| 3M | +67.0% | +0.5% | +66.5% | +66.8% |
| 6M | +88.4% | +3.6% | +84.8% | +86.0% |
| YTD | +155.5% | +20.4% | +135.1% | +142.3% |
| 1Y | +141.7% | +9.7% | +132.0% | +134.9% |
| 3Y | +131.1% | +46.0% | +85.1% | +109.0% |
| 5Y | -70.6% | +34.4% | -105.0% | -72.5% |
| 10Y | +228.2% | +29.3% | +198.9% | +257.7% |
| All | +305.4% | +115.4% | +190.0% | +260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling