+11,131.7%
RY vs KIM
+1,283.8%
+9,847.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -3.0% | -1.0% | -2.0% | -2.7% |
| 30D | +6.3% | +14.8% | -8.5% | +1.7% |
| 3M | -2.6% | +8.1% | -10.7% | -5.0% |
| 6M | +13.9% | +11.7% | +2.3% | +9.8% |
| YTD | +21.7% | +30.7% | -9.1% | +11.4% |
| 1Y | +40.4% | +29.7% | +10.7% | +28.9% |
| 3Y | +161.3% | +65.1% | +96.2% | +120.2% |
| 5Y | +126.5% | +34.7% | +91.8% | +100.5% |
| 10Y | +354.3% | +64.1% | +290.2% | +243.4% |
| All | +11,131.7% | +1,283.8% | +9,847.9% | +4,063.0% |
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 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