+126.5%
RY vs KIM
+36.8%
+89.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.9% |
| 3M | -2.6% | +8.1% | -10.7% | -5.4% |
| 6M | +13.9% | +11.7% | +2.3% | +9.0% |
| YTD | +21.7% | +30.7% | -9.1% | +9.4% |
| 1Y | +40.4% | +29.7% | +10.7% | +26.6% |
| 3Y | +161.3% | +65.1% | +96.2% | +110.9% |
| 5Y | +126.5% | +34.7% | +91.8% | +93.8% |
| All | +126.5% | +36.8% | +89.7% | +93.8% |
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