+11,448.1%
RY vs KIM
+1,174.7%
+10,273.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +3.1% | +0.4% | +2.7% | +3.0% |
| 30D | -0.3% | -4.0% | +3.7% | +0.9% |
| 3M | +8.7% | +0.5% | +8.1% | +8.3% |
| 6M | +28.5% | +3.6% | +24.9% | +26.8% |
| YTD | +25.1% | +20.4% | +4.7% | +17.6% |
| 1Y | +46.3% | +9.7% | +36.6% | +41.4% |
| 3Y | +154.9% | +46.0% | +108.9% | +123.1% |
| 5Y | +140.3% | +34.4% | +105.9% | +112.6% |
| 10Y | +377.0% | +29.3% | +347.7% | +288.6% |
| All | +11,448.1% | +1,174.7% | +10,273.4% | +4,293.8% |
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 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