+1,115.8%
RSP vs KIM
+324.9%
+790.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -1.0% | +4.1% | -5.1% | -2.4% |
| 30D | +2.6% | +16.8% | -14.2% | -2.9% |
| 3M | -0.8% | +5.7% | -6.5% | -2.8% |
| 6M | +6.3% | +9.7% | -3.4% | +2.6% |
| YTD | +14.1% | +30.2% | -16.1% | +3.6% |
| 1Y | +18.0% | +32.1% | -14.1% | +6.6% |
| 3Y | +61.0% | +58.6% | +2.4% | +35.3% |
| 5Y | +45.6% | +31.2% | +14.4% | +29.2% |
| 10Y | +220.2% | +66.7% | +153.5% | +137.9% |
| All | +1,115.8% | +324.9% | +790.9% | +471.7% |
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