+161.2%
RY vs KIM
+66.0%
+95.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -3.0% | -1.0% | -2.0% | -2.6% |
| 30D | +6.3% | +14.8% | -8.5% | +1.4% |
| 3M | -2.6% | +8.1% | -10.7% | -5.2% |
| 6M | +13.9% | +11.7% | +2.3% | +9.3% |
| YTD | +21.7% | +30.7% | -9.1% | +10.2% |
| 1Y | +40.4% | +29.7% | +10.7% | +27.5% |
| All | +161.2% | +66.0% | +95.2% | +113.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling