+11,353.4%
RTX vs KIM
+3,058.9%
+8,294.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -5.2% | +0.4% | -5.6% | -5.3% |
| 30D | -9.4% | -4.0% | -5.4% | -8.2% |
| 3M | +12.3% | +0.5% | +11.7% | +11.8% |
| 6M | -3.1% | +3.6% | -6.7% | -4.5% |
| YTD | +10.7% | +20.4% | -9.8% | +3.7% |
| 1Y | +28.4% | +9.7% | +18.7% | +24.0% |
| 3Y | +147.1% | +46.0% | +101.1% | +113.2% |
| 5Y | +167.2% | +34.4% | +132.8% | +133.6% |
| 10Y | +274.7% | +29.3% | +245.4% | +205.9% |
| All | +11,353.4% | +3,058.9% | +8,294.5% | +3,213.1% |
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