+358.7%
RY vs KIM
+65.6%
+293.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | -0.2% | +2.8% | -3.0% | -1.0% |
| 30D | +7.1% | +16.3% | -9.3% | +2.3% |
| 3M | -2.7% | +6.6% | -9.3% | -4.6% |
| 6M | +13.8% | +12.3% | +1.5% | +9.6% |
| YTD | +22.1% | +31.6% | -9.5% | +12.0% |
| 1Y | +43.1% | +31.5% | +11.6% | +31.3% |
| 3Y | +163.6% | +68.0% | +95.6% | +123.0% |
| 5Y | +126.2% | +38.7% | +87.5% | +99.7% |
| 10Y | +358.7% | +65.7% | +293.0% | +244.0% |
| All | +358.7% | +65.6% | +293.1% | +244.0% |
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