+123.3%
RY vs KIM
+31.1%
+92.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | -0.9% | +4.1% | -5.0% | -2.3% |
| 30D | +5.9% | +16.8% | -10.9% | -0.1% |
| 3M | -4.3% | +5.7% | -10.0% | -6.3% |
| 6M | +12.1% | +9.7% | +2.4% | +8.0% |
| YTD | +20.3% | +30.2% | -10.0% | +8.3% |
| 1Y | +41.0% | +32.1% | +8.9% | +26.2% |
| 3Y | +157.5% | +58.6% | +98.9% | +111.2% |
| All | +123.3% | +31.1% | +92.2% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling