+273.8%
RTX vs KIM
+65.6%
+208.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.2% |
| 7D | -3.2% | +2.8% | -6.0% | -4.3% |
| 30D | +5.6% | +16.3% | -10.8% | -0.9% |
| 3M | -11.7% | +6.6% | -18.3% | -14.1% |
| 6M | +12.3% | +12.3% | 0.0% | +6.6% |
| YTD | +8.2% | +31.6% | -23.4% | -4.0% |
| 1Y | +12.6% | +31.5% | -18.9% | -0.2% |
| 3Y | +152.8% | +68.0% | +84.8% | +97.3% |
| 5Y | +140.2% | +38.7% | +101.5% | +99.2% |
| 10Y | +273.8% | +65.7% | +208.1% | +123.8% |
| All | +273.8% | +65.6% | +208.2% | +123.8% |
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