+28,965.7%
ROP vs KIM
+2,726.6%
+26,239.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.4% |
| 7D | -1.6% | +2.8% | -4.5% | -2.5% |
| 30D | +29.5% | +16.3% | +13.2% | +23.7% |
| 3M | +17.5% | +6.6% | +10.9% | +15.3% |
| 6M | +38.1% | +12.3% | +25.8% | +33.0% |
| YTD | +7.0% | +31.6% | -24.6% | -2.1% |
| 1Y | +6.5% | +31.5% | -25.0% | -2.6% |
| 3Y | -5.5% | +68.0% | -73.5% | -20.8% |
| 5Y | -0.4% | +38.7% | -39.1% | -12.7% |
| 10Y | +183.6% | +65.7% | +117.9% | +111.3% |
| All | +28,965.7% | +2,726.6% | +26,239.1% | +12,116.9% |
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