+4,858.0%
RRX vs KIM
+3,058.9%
+1,799.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | -11.1% | -4.0% | -7.1% | -9.7% |
| 3M | -23.7% | +0.5% | -24.3% | -24.2% |
| 6M | -22.0% | +3.6% | -25.6% | -23.3% |
| YTD | +16.5% | +20.4% | -4.0% | +7.8% |
| 1Y | +11.5% | +9.7% | +1.8% | +7.2% |
| 3Y | +1.5% | +46.0% | -44.5% | -12.4% |
| 5Y | +18.3% | +34.4% | -16.2% | +4.9% |
| 10Y | +209.8% | +29.3% | +180.5% | +152.4% |
| All | +4,858.0% | +3,058.9% | +1,799.1% | +1,583.8% |
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