+24,936.4%
ROP vs KIM
+2,487.6%
+22,448.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | -4.4% | +0.4% | -4.9% | -4.6% |
| 30D | +3.2% | -4.0% | +7.2% | +4.5% |
| 3M | +23.1% | +0.5% | +22.5% | +22.7% |
| 6M | +13.3% | +3.6% | +9.7% | +11.7% |
| YTD | -7.9% | +20.4% | -28.3% | -13.4% |
| 1Y | -22.1% | +9.7% | -31.8% | -24.7% |
| 3Y | -16.8% | +46.0% | -62.8% | -27.4% |
| 5Y | -13.5% | +34.4% | -48.0% | -23.7% |
| 10Y | +137.7% | +29.3% | +108.4% | +91.8% |
| All | +24,936.4% | +2,487.6% | +22,448.8% | +10,708.6% |
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