+11,000.4%
RY vs KIM
+1,278.4%
+9,722.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.1% |
| 7D | -0.9% | +4.1% | -5.0% | -2.1% |
| 30D | +5.9% | +16.8% | -10.9% | +0.8% |
| 3M | -4.3% | +5.7% | -10.0% | -6.0% |
| 6M | +12.1% | +9.7% | +2.4% | +8.7% |
| YTD | +20.3% | +30.2% | -10.0% | +10.3% |
| 1Y | +41.0% | +32.1% | +8.9% | +28.6% |
| 3Y | +157.5% | +58.6% | +98.9% | +119.7% |
| 5Y | +123.2% | +31.2% | +92.0% | +99.2% |
| 10Y | +365.7% | +66.7% | +299.0% | +250.2% |
| All | +11,000.4% | +1,278.4% | +9,722.0% | +4,019.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling