+207.9%
ROL vs KIM
+29.1%
+178.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.6% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | -6.9% | -1.7% | -5.2% | -6.7% |
| 3M | -24.6% | -0.8% | -23.8% | -24.5% |
| 6M | -39.5% | +4.4% | -43.9% | -39.9% |
| YTD | -41.1% | +21.2% | -62.4% | -42.7% |
| 1Y | -37.9% | +10.5% | -48.5% | -38.9% |
| 3Y | +0.8% | +47.5% | -46.7% | -5.2% |
| 5Y | -4.7% | +37.1% | -41.8% | -9.7% |
| 10Y | +207.9% | +29.5% | +178.4% | +190.4% |
| All | +207.9% | +29.1% | +178.8% | +190.4% |
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