+17.9%
RRX vs KIM
+37.3%
-19.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.0% |
| 7D | -0.7% | -1.0% | +0.2% | -0.1% |
| 30D | -8.0% | -1.1% | -6.9% | -7.3% |
| 3M | -25.1% | -5.3% | -19.7% | -22.7% |
| 6M | -18.3% | +3.9% | -22.2% | -21.0% |
| YTD | +14.2% | +20.3% | -6.1% | -0.6% |
| 1Y | +13.0% | +10.4% | +2.6% | +4.5% |
| 3Y | +4.2% | +46.3% | -42.1% | -19.9% |
| 5Y | +17.9% | +37.6% | -19.7% | -6.6% |
| All | +17.9% | +37.3% | -19.4% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling