-22.1%
BA vs KIM
+31.1%
-53.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | +1.1% | +4.1% | -3.0% | -1.0% |
| 30D | -7.9% | +16.8% | -24.7% | -15.3% |
| 3M | -25.3% | +5.7% | -31.0% | -27.6% |
| 6M | -24.6% | +9.7% | -34.3% | -28.8% |
| YTD | -20.1% | +30.2% | -50.4% | -31.7% |
| 1Y | -11.8% | +32.1% | -43.9% | -25.3% |
| 3Y | -10.1% | +58.6% | -68.7% | -34.2% |
| All | -22.1% | +31.1% | -53.2% | -38.8% |
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