+29,140.1%
ROP vs KIM
+2,715.7%
+26,424.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +0.2% | +2.8% | -2.6% | -0.6% |
| 30D | +30.3% | +15.9% | +14.4% | +24.6% |
| 3M | +17.8% | +7.8% | +10.0% | +15.1% |
| 6M | +38.9% | +11.9% | +27.0% | +34.0% |
| YTD | +7.6% | +31.0% | -23.4% | -1.4% |
| 1Y | +6.5% | +32.3% | -25.8% | -2.8% |
| 3Y | -6.3% | +65.5% | -71.7% | -21.1% |
| 5Y | +0.9% | +37.2% | -36.3% | -11.2% |
| 10Y | +180.7% | +63.9% | +116.8% | +110.0% |
| All | +29,140.1% | +2,715.7% | +26,424.5% | +12,205.0% |
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