+64,001.2%
ROST vs KIM
+3,058.9%
+60,942.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -8.9% | -4.0% | -4.9% | -7.7% |
| 3M | -0.8% | +0.5% | -1.4% | -1.1% |
| 6M | +8.5% | +3.6% | +4.9% | +7.0% |
| YTD | +28.6% | +20.4% | +8.2% | +20.6% |
| 1Y | +52.3% | +9.7% | +42.6% | +47.2% |
| 3Y | +94.8% | +46.0% | +48.9% | +69.1% |
| 5Y | +110.8% | +34.4% | +76.3% | +87.8% |
| 10Y | +304.5% | +29.3% | +275.2% | +237.4% |
| All | +64,001.2% | +3,058.9% | +60,942.2% | +20,118.2% |
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