+374.5%
RY vs KIM
+27.5%
+347.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | -0.3% | -4.0% | +3.7% | +0.9% |
| 3M | +8.7% | +0.5% | +8.1% | +8.3% |
| 6M | +28.5% | +3.6% | +24.9% | +26.9% |
| YTD | +25.1% | +20.4% | +4.7% | +18.0% |
| 1Y | +46.3% | +9.7% | +36.6% | +41.7% |
| 3Y | +154.9% | +46.0% | +108.9% | +124.7% |
| 5Y | +140.3% | +34.4% | +105.9% | +114.2% |
| All | +374.5% | +27.5% | +347.0% | +282.0% |
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