+91.1%
RSG vs KIM
+37.3%
+53.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | 0.0% | -1.0% | +0.9% | +0.2% |
| 30D | +3.7% | -1.1% | +4.7% | +3.9% |
| 3M | +6.2% | -5.3% | +11.5% | +7.5% |
| 6M | -2.8% | +3.9% | -6.7% | -3.6% |
| YTD | +5.9% | +20.3% | -14.4% | +1.5% |
| 1Y | -1.8% | +10.4% | -12.2% | -4.1% |
| 3Y | +57.5% | +46.3% | +11.2% | +42.5% |
| 5Y | +91.1% | +37.6% | +53.5% | +75.5% |
| All | +91.1% | +37.3% | +53.8% | +75.5% |
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