+341.2%
ROK vs KIM
+33.1%
+308.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | -1.6% | -1.5% | -0.1% | -1.1% |
| 30D | -5.4% | -1.7% | -3.8% | -4.9% |
| 3M | -4.0% | -7.1% | +3.2% | -1.6% |
| 6M | +13.3% | +2.9% | +10.5% | +11.9% |
| YTD | +9.3% | +18.8% | -9.5% | +2.4% |
| 1Y | +25.8% | +9.4% | +16.4% | +21.2% |
| 3Y | +49.1% | +44.6% | +4.5% | +29.5% |
| 5Y | +45.9% | +37.9% | +7.9% | +28.4% |
| All | +341.2% | +33.1% | +308.1% | +223.1% |
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