+97.5%
ROST vs KIM
+47.7%
+49.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | 0.0% | -0.3% | +0.4% | +0.1% |
| 30D | -10.2% | -1.7% | -8.4% | -9.7% |
| 3M | +1.0% | -0.8% | +1.8% | +1.2% |
| 6M | +8.7% | +4.4% | +4.3% | +7.0% |
| YTD | +27.8% | +21.2% | +6.6% | +19.5% |
| 1Y | +52.7% | +10.5% | +42.1% | +47.0% |
| 3Y | +97.5% | +47.5% | +50.0% | +74.7% |
| All | +97.5% | +47.7% | +49.7% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling