+1,309.6%
BA vs KIM
+3,330.6%
-2,021.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.6% | -2.2% |
| 7D | -0.1% | +5.0% | -5.0% | -1.9% |
| 30D | -9.1% | +15.8% | -24.9% | -14.1% |
| 3M | -28.2% | +4.3% | -32.5% | -29.4% |
| 6M | -23.1% | +11.4% | -34.5% | -26.5% |
| YTD | -20.6% | +30.8% | -51.3% | -28.6% |
| 1Y | -12.7% | +31.4% | -44.2% | -21.8% |
| 3Y | -11.6% | +57.7% | -69.2% | -26.8% |
| 5Y | -23.1% | +31.7% | -54.9% | -32.1% |
| 10Y | +34.4% | +67.4% | -33.0% | +3.7% |
| All | +1,309.6% | +3,330.6% | -2,021.1% | +281.0% |
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