+348.6%
RY vs KIM
+63.6%
+285.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +5.0% | +14.1% | -9.1% | +0.9% |
| 3M | -5.3% | +6.0% | -11.3% | -7.0% |
| 6M | +13.8% | +13.2% | +0.6% | +9.4% |
| YTD | +21.0% | +30.4% | -9.4% | +11.3% |
| 1Y | +40.5% | +31.0% | +9.5% | +29.1% |
| 3Y | +159.7% | +67.6% | +92.0% | +119.8% |
| 5Y | +124.3% | +35.8% | +88.6% | +99.3% |
| All | +348.6% | +63.6% | +285.0% | +239.7% |
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