+200.9%
RRX vs KIM
+63.6%
+137.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.6% | -2.4% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +12.3% | +14.1% | -1.8% | +5.6% |
| 3M | +3.7% | +6.0% | -2.3% | +0.7% |
| 6M | -13.9% | +13.2% | -27.2% | -19.3% |
| YTD | +26.5% | +30.4% | -3.9% | +11.5% |
| 1Y | +29.3% | +31.0% | -1.7% | +13.8% |
| 3Y | +65.6% | +67.6% | -2.1% | +32.7% |
| 5Y | +10.6% | +35.8% | -25.1% | -4.3% |
| All | +200.9% | +63.6% | +137.3% | +100.1% |
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