-15.3%
ROP vs KIM
+37.7%
-53.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.5% | -3.1% |
| 7D | -5.4% | -0.3% | -5.1% | -5.3% |
| 30D | -1.6% | -1.7% | +0.1% | -1.1% |
| 3M | +18.8% | -0.8% | +19.7% | +19.0% |
| 6M | +8.2% | +4.4% | +3.8% | +6.3% |
| YTD | -10.5% | +21.2% | -31.7% | -16.5% |
| 1Y | -23.7% | +10.5% | -34.3% | -26.6% |
| 3Y | -17.9% | +47.5% | -65.4% | -29.4% |
| 5Y | -15.3% | +37.1% | -52.4% | -25.5% |
| All | -15.3% | +37.7% | -53.1% | -25.5% |
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