+302.7%
ROST vs KIM
+33.1%
+269.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | -2.5% | -1.5% | -1.0% | -1.8% |
| 30D | -10.3% | -1.7% | -8.6% | -9.6% |
| 3M | -2.6% | -7.1% | +4.6% | +0.6% |
| 6M | +6.5% | +2.9% | +3.7% | +4.9% |
| YTD | +25.9% | +18.8% | +7.1% | +15.8% |
| 1Y | +52.3% | +9.4% | +42.9% | +45.4% |
| 3Y | +94.6% | +44.6% | +50.0% | +59.6% |
| 5Y | +111.1% | +37.9% | +73.2% | +76.2% |
| All | +302.7% | +33.1% | +269.6% | +170.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling