+6,416.9%
ROL vs KIM
+3,058.9%
+3,358.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -4.1% | -4.0% | -0.1% | -3.1% |
| 3M | -22.5% | +0.5% | -23.1% | -22.6% |
| 6M | -37.7% | +3.6% | -41.3% | -38.2% |
| YTD | -39.6% | +20.4% | -60.0% | -42.5% |
| 1Y | -36.0% | +9.7% | -45.7% | -37.7% |
| 3Y | -5.1% | +46.0% | -51.1% | -15.2% |
| 5Y | -3.4% | +34.4% | -37.8% | -12.9% |
| 10Y | +215.2% | +29.3% | +185.9% | +161.2% |
| All | +6,416.9% | +3,058.9% | +3,358.0% | +2,874.8% |
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