+13.6%
ROL vs KIM
+31.1%
-17.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +9.5% | +4.1% | +5.4% | +8.1% |
| 30D | +22.9% | +16.8% | +6.1% | +17.2% |
| 3M | +3.5% | +5.7% | -2.2% | +1.7% |
| 6M | -29.4% | +9.7% | -39.1% | -31.3% |
| YTD | -36.1% | +30.2% | -66.3% | -40.9% |
| 1Y | -34.4% | +32.1% | -66.5% | -39.6% |
| 3Y | +4.0% | +58.6% | -54.6% | -11.2% |
| All | +13.6% | +31.1% | -17.5% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling