-0.4%
ROP vs KIM
+38.5%
-38.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.4% |
| 7D | -1.6% | +2.8% | -4.5% | -2.6% |
| 30D | +29.5% | +16.3% | +13.2% | +23.1% |
| 3M | +17.5% | +6.6% | +10.9% | +14.9% |
| 6M | +38.1% | +12.3% | +25.8% | +32.4% |
| YTD | +7.0% | +31.6% | -24.6% | -3.2% |
| 1Y | +6.5% | +31.5% | -25.0% | -3.7% |
| 3Y | -5.5% | +68.0% | -73.5% | -23.0% |
| 5Y | -0.4% | +38.7% | -39.1% | -13.3% |
| All | -0.4% | +38.5% | -38.9% | -13.3% |
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