+626.7%
RVMD vs KIM
+69.2%
+557.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.0% | +0.4% | +0.6% | +0.8% |
| 30D | +6.4% | -4.0% | +10.4% | +8.4% |
| 3M | +34.9% | +0.5% | +34.4% | +33.9% |
| 6M | +107.6% | +3.6% | +103.9% | +103.0% |
| YTD | +163.7% | +20.4% | +143.2% | +139.9% |
| 1Y | +439.2% | +9.7% | +429.5% | +412.2% |
| 3Y | +499.2% | +46.0% | +453.2% | +396.2% |
| 5Y | +621.7% | +34.4% | +587.3% | +524.5% |
| All | +626.7% | +69.2% | +557.5% | +503.6% |
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