+30.8%
RRC vs KIM
+31.8%
-0.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.2% |
| 7D | -10.3% | +2.8% | -13.1% | -10.4% |
| 30D | +19.5% | +16.3% | +3.1% | +18.3% |
| 3M | +27.9% | +6.6% | +21.3% | +27.0% |
| 6M | +21.2% | +12.3% | +8.9% | +20.8% |
| YTD | +39.6% | +31.6% | +8.0% | +28.2% |
| All | +30.8% | +31.8% | -0.9% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling