+214.9%
ROL vs KIM
+65.6%
+149.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.9% |
| 7D | +7.5% | +2.8% | +4.7% | +7.1% |
| 30D | +21.1% | +16.3% | +4.8% | +18.4% |
| 3M | +3.1% | +6.6% | -3.5% | +2.1% |
| 6M | -27.4% | +12.3% | -39.7% | -28.7% |
| YTD | -34.7% | +31.6% | -66.3% | -37.3% |
| 1Y | -32.9% | +31.5% | -64.4% | -35.6% |
| 3Y | +6.1% | +68.0% | -61.8% | -2.1% |
| 5Y | +16.3% | +38.7% | -22.4% | +9.5% |
| 10Y | +214.9% | +65.7% | +149.1% | +185.0% |
| All | +214.9% | +65.6% | +149.3% | +185.0% |
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