+56.7%
RRC vs KIM
+65.6%
-8.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | -0.2% |
| 7D | -10.3% | +2.8% | -13.1% | -11.5% |
| 30D | +19.5% | +16.3% | +3.1% | +11.3% |
| 3M | +27.9% | +6.6% | +21.3% | +23.9% |
| 6M | +21.2% | +12.3% | +8.9% | +14.1% |
| YTD | +39.6% | +31.6% | +8.0% | +21.6% |
| 1Y | +31.3% | +31.5% | -0.2% | +14.4% |
| 3Y | +51.9% | +68.0% | -16.0% | +15.5% |
| 5Y | +110.2% | +38.7% | +71.5% | +74.0% |
| 10Y | +56.7% | +65.7% | -9.1% | -2.0% |
| All | +56.7% | +65.6% | -8.9% | -2.0% |
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 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