+350.6%
RY vs KIM
+64.9%
+285.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -0.6% | +2.8% | -3.3% | -1.4% |
| 30D | +6.1% | +15.9% | -9.7% | +1.5% |
| 3M | -3.4% | +7.8% | -11.1% | -5.6% |
| 6M | +12.8% | +11.9% | +0.9% | +8.8% |
| YTD | +21.0% | +31.0% | -10.0% | +11.2% |
| 1Y | +40.5% | +32.3% | +8.1% | +28.6% |
| 3Y | +159.9% | +65.5% | +94.4% | +120.8% |
| 5Y | +125.0% | +37.2% | +87.8% | +99.2% |
| 10Y | +350.6% | +63.9% | +286.7% | +239.1% |
| All | +350.6% | +64.9% | +285.6% | +239.1% |
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