+603.6%
RVMD vs KIM
+67.0%
+536.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.5% |
| 7D | -3.6% | -1.5% | -2.1% | -2.9% |
| 30D | -1.1% | -1.7% | +0.6% | -0.3% |
| 3M | +41.0% | -7.1% | +48.2% | +45.5% |
| 6M | +105.7% | +2.9% | +102.8% | +101.9% |
| YTD | +155.3% | +18.8% | +136.5% | +133.7% |
| 1Y | +402.7% | +9.4% | +393.3% | +378.1% |
| 3Y | +533.1% | +44.6% | +488.5% | +426.6% |
| 5Y | +583.5% | +37.9% | +545.6% | +487.0% |
| All | +603.6% | +67.0% | +536.7% | +488.0% |
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