-10.8%
BA vs KIM
+62.3%
-73.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | -1.7% | +2.8% | -4.6% | -2.7% |
| 30D | -9.5% | +16.3% | -25.8% | -14.3% |
| 3M | -26.5% | +6.6% | -33.1% | -28.2% |
| 6M | -27.4% | +12.3% | -39.7% | -30.9% |
| YTD | -20.6% | +31.6% | -52.2% | -29.1% |
| 1Y | -11.4% | +31.5% | -42.9% | -21.0% |
| 3Y | -10.8% | +68.0% | -78.8% | -23.6% |
| All | -10.8% | +62.3% | -73.1% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling