+204.4%
RSP vs KIM
+29.1%
+175.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | -1.5% | -1.7% | +0.2% | -1.0% |
| 3M | +4.8% | -0.8% | +5.6% | +4.9% |
| 6M | +10.3% | +4.4% | +5.9% | +8.3% |
| YTD | +14.1% | +21.2% | -7.2% | +6.1% |
| 1Y | +17.0% | +10.5% | +6.5% | +12.4% |
| 3Y | +54.2% | +47.5% | +6.7% | +32.6% |
| 5Y | +51.5% | +37.1% | +14.4% | +32.5% |
| 10Y | +204.4% | +29.5% | +174.9% | +142.6% |
| All | +204.4% | +29.1% | +175.3% | +142.6% |
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 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