+28.6%
ROK vs KIM
+9.1%
+19.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | +0.7% | -0.8% | +1.4% | +0.8% |
| 30D | -3.3% | -5.1% | +1.8% | -2.5% |
| 3M | -5.9% | -0.6% | -5.2% | -6.0% |
| 6M | +13.9% | +2.4% | +11.5% | +13.2% |
| YTD | +12.6% | +19.0% | -6.4% | +10.1% |
| 1Y | +28.6% | +8.4% | +20.2% | +29.4% |
| All | +28.6% | +9.1% | +19.5% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling