+391.8%
BAC vs KIM
+29.1%
+362.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.8% |
| 7D | +1.2% | -0.3% | +1.5% | +1.3% |
| 30D | -0.7% | -1.7% | +1.0% | 0.0% |
| 3M | +16.9% | -0.8% | +17.7% | +17.1% |
| 6M | +29.6% | +4.4% | +25.2% | +26.5% |
| YTD | +15.3% | +21.2% | -6.0% | +4.6% |
| 1Y | +28.8% | +10.5% | +18.3% | +22.0% |
| 3Y | +136.4% | +47.5% | +88.9% | +93.6% |
| 5Y | +72.9% | +37.1% | +35.8% | +44.6% |
| 10Y | +391.8% | +29.5% | +362.3% | +204.3% |
| All | +391.8% | +29.1% | +362.7% | +204.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling