+47.0%
ROK vs KIM
+37.3%
+9.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +0.2% | -1.0% | +1.1% | +0.6% |
| 30D | -1.8% | -1.1% | -0.7% | -1.3% |
| 3M | -7.2% | -5.3% | -1.9% | -4.9% |
| 6M | +14.2% | +3.9% | +10.2% | +11.4% |
| YTD | +10.6% | +20.3% | -9.7% | -0.3% |
| 1Y | +25.9% | +10.4% | +15.5% | +18.5% |
| 3Y | +50.8% | +46.3% | +4.5% | +19.8% |
| 5Y | +47.0% | +37.6% | +9.5% | +21.5% |
| All | +47.0% | +37.3% | +9.7% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling