+5,474.8%
RRX vs KIM
+3,329.3%
+2,145.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | +5.4% | -1.0% | +6.4% | +5.9% |
| 30D | +12.0% | +14.8% | -2.8% | +5.7% |
| 3M | +6.1% | +8.1% | -2.0% | +2.5% |
| 6M | -13.2% | +11.7% | -24.9% | -17.5% |
| YTD | +31.0% | +30.7% | +0.2% | +17.0% |
| 1Y | +38.8% | +29.7% | +9.0% | +24.4% |
| 3Y | +70.3% | +65.1% | +5.2% | +40.0% |
| 5Y | +15.5% | +34.7% | -19.1% | +2.1% |
| 10Y | +213.7% | +64.1% | +149.6% | +132.5% |
| All | +5,474.8% | +3,329.3% | +2,145.5% | +1,726.9% |
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