+112.0%
ROST vs KIM
+34.6%
+77.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +0.5% | +14.1% | -13.6% | -5.8% |
| 3M | -5.2% | +6.0% | -11.2% | -8.0% |
| 6M | +9.8% | +13.2% | -3.4% | +2.9% |
| YTD | +29.4% | +30.4% | -1.0% | +12.6% |
| 1Y | +44.4% | +31.0% | +13.3% | +25.3% |
| 3Y | +95.0% | +67.6% | +27.4% | +42.8% |
| All | +112.0% | +34.6% | +77.4% | +78.0% |
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 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