+212.7%
ROL vs KIM
+63.0%
+149.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.4% |
| 7D | -1.7% | -0.7% | -1.0% | -1.6% |
| 30D | +18.5% | +13.4% | +5.1% | +16.3% |
| 3M | +4.3% | +6.5% | -2.2% | +3.3% |
| 6M | -27.7% | +10.6% | -38.3% | -28.8% |
| YTD | -35.8% | +29.9% | -65.7% | -38.2% |
| 1Y | -34.1% | +29.6% | -63.7% | -36.6% |
| 3Y | +2.9% | +64.1% | -61.1% | -4.7% |
| 5Y | +12.7% | +35.3% | -22.6% | +6.5% |
| All | +212.7% | +63.0% | +149.7% | +186.7% |
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