+112.0%
ROST vs KIM
+37.7%
+74.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +0.2% | -0.3% | +0.5% | +0.4% |
| 30D | -10.0% | -1.7% | -8.3% | -9.2% |
| 3M | +1.2% | -0.8% | +2.0% | +1.4% |
| 6M | +8.9% | +4.4% | +4.5% | +6.3% |
| YTD | +28.1% | +21.2% | +6.8% | +15.7% |
| 1Y | +53.0% | +10.5% | +42.4% | +44.6% |
| 3Y | +97.9% | +47.5% | +50.4% | +55.7% |
| 5Y | +112.0% | +37.1% | +74.9% | +73.4% |
| All | +112.0% | +37.7% | +74.3% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling