+579.8%
RVMD vs KIM
+37.3%
+542.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.7% |
| 7D | -0.7% | -1.0% | +0.2% | -0.1% |
| 30D | +0.3% | -1.1% | +1.4% | +1.0% |
| 3M | +38.9% | -5.3% | +44.2% | +43.2% |
| 6M | +108.1% | +3.9% | +104.2% | +100.5% |
| YTD | +160.7% | +20.3% | +140.5% | +125.9% |
| 1Y | +407.3% | +10.4% | +396.8% | +366.4% |
| 3Y | +546.6% | +46.3% | +500.3% | +369.8% |
| 5Y | +579.8% | +37.6% | +542.2% | +436.9% |
| All | +579.8% | +37.3% | +542.5% | +436.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling