+217.3%
RRX vs KIM
+32.5%
+184.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | -0.3% | -1.7% | +1.4% | +0.4% |
| 30D | -6.1% | -3.0% | -3.2% | -4.9% |
| 3M | -23.1% | -8.9% | -14.2% | -20.1% |
| 6M | -19.5% | +2.4% | -21.9% | -20.6% |
| YTD | +16.1% | +18.3% | -2.3% | +7.2% |
| 1Y | +12.9% | +8.2% | +4.7% | +8.6% |
| 3Y | +7.9% | +44.0% | -36.1% | -7.7% |
| 5Y | +19.1% | +37.3% | -18.2% | +3.6% |
| All | +217.3% | +32.5% | +184.8% | +139.4% |
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 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