+13,235.2%
ROK vs KIM
+3,307.9%
+9,927.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +6.1% | -0.7% | +6.7% | +6.3% |
| 30D | -6.5% | +13.4% | -19.9% | -10.9% |
| 3M | -10.2% | +6.5% | -16.7% | -12.5% |
| 6M | -10.6% | +10.6% | -21.2% | -14.3% |
| YTD | +4.9% | +29.9% | -25.0% | -5.6% |
| 1Y | +3.8% | +29.6% | -25.7% | -6.5% |
| 3Y | +63.5% | +64.1% | -0.6% | +33.9% |
| 5Y | +30.9% | +35.3% | -4.4% | +14.3% |
| 10Y | +266.4% | +63.1% | +203.3% | +166.3% |
| All | +13,235.2% | +3,307.9% | +9,927.3% | +4,923.8% |
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