+14,212.1%
ROK vs KIM
+3,058.9%
+11,153.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | -3.3% | -4.0% | +0.7% | -1.9% |
| 3M | -5.9% | +0.5% | -6.4% | -6.3% |
| 6M | +13.9% | +3.6% | +10.2% | +12.1% |
| YTD | +12.6% | +20.4% | -7.9% | +4.5% |
| 1Y | +28.6% | +9.7% | +18.9% | +23.4% |
| 3Y | +45.1% | +46.0% | -0.9% | +24.0% |
| 5Y | +45.6% | +34.4% | +11.1% | +27.4% |
| 10Y | +345.0% | +29.3% | +315.7% | +253.7% |
| All | +14,212.1% | +3,058.9% | +11,153.1% | +5,456.9% |
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