+5.5%
RRC vs KIM
+29.7%
-24.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -1.7% | -1.0% | -0.8% | -1.3% |
| 30D | +3.6% | -1.1% | +4.7% | +4.1% |
| 3M | +8.8% | -5.3% | +14.2% | +11.4% |
| 6M | +0.8% | +3.9% | -3.1% | -1.6% |
| YTD | +19.0% | +20.3% | -1.3% | +8.2% |
| 1Y | +22.9% | +10.4% | +12.5% | +16.2% |
| 3Y | +32.3% | +46.3% | -14.0% | +7.3% |
| 5Y | +151.6% | +37.6% | +114.0% | +109.6% |
| 10Y | +5.5% | +34.5% | -29.0% | -23.2% |
| All | +5.5% | +29.7% | -24.2% | -23.2% |
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 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