+215.7%
RSP vs KIM
+63.9%
+151.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.3% | -1.0% | +0.7% | +0.1% |
| 30D | +4.4% | +14.8% | -10.3% | -0.6% |
| 3M | +1.3% | +8.1% | -6.9% | -1.6% |
| 6M | +10.0% | +11.7% | -1.7% | +5.5% |
| YTD | +17.6% | +30.7% | -13.1% | +6.5% |
| 1Y | +19.2% | +29.7% | -10.5% | +8.2% |
| 3Y | +66.0% | +65.1% | +1.0% | +37.4% |
| 5Y | +50.4% | +34.7% | +15.8% | +32.1% |
| 10Y | +215.7% | +64.1% | +151.6% | +126.0% |
| All | +215.7% | +63.9% | +151.8% | +126.0% |
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