-20.4%
BA vs KIM
+36.8%
-57.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.4% | -1.0% | -0.4% | -0.9% |
| 30D | -7.9% | +14.8% | -22.7% | -14.5% |
| 3M | -25.2% | +8.1% | -33.3% | -28.3% |
| 6M | -26.7% | +11.7% | -38.4% | -31.5% |
| YTD | -19.6% | +30.7% | -50.3% | -31.4% |
| 1Y | -10.6% | +29.7% | -40.3% | -23.5% |
| 3Y | -11.2% | +65.1% | -76.3% | -36.7% |
| 5Y | -20.4% | +34.7% | -55.1% | -36.0% |
| All | -20.4% | +36.8% | -57.2% | -36.0% |
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 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