+1,320.6%
RRC vs KIM
+3,058.9%
-1,738.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +1.3% | +0.4% | +0.9% | +1.2% |
| 30D | +10.1% | -4.0% | +14.1% | +11.7% |
| 3M | +4.0% | +0.5% | +3.5% | +3.6% |
| 6M | +1.6% | +3.6% | -2.0% | -0.2% |
| YTD | +19.7% | +20.4% | -0.7% | +11.0% |
| 1Y | +21.4% | +9.7% | +11.7% | +16.5% |
| 3Y | +29.7% | +46.0% | -16.3% | +10.3% |
| 5Y | +153.9% | +34.4% | +119.4% | +122.9% |
| 10Y | +10.8% | +29.3% | -18.5% | -9.2% |
| All | +1,320.6% | +3,058.9% | -1,738.3% | +454.3% |
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