+251.7%
BAC vs KIM
+65.6%
+186.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.8% |
| 7D | +2.0% | +2.8% | -0.9% | +0.7% |
| 30D | -6.9% | +16.3% | -23.3% | -13.5% |
| 3M | -19.6% | +6.6% | -26.2% | -22.1% |
| 6M | -0.5% | +12.3% | -12.8% | -6.2% |
| YTD | -6.6% | +31.6% | -38.2% | -18.7% |
| 1Y | -3.0% | +31.5% | -34.5% | -15.5% |
| 3Y | +97.3% | +68.0% | +29.3% | +51.4% |
| 5Y | +21.9% | +38.7% | -16.8% | +1.1% |
| 10Y | +251.7% | +65.7% | +185.9% | +106.8% |
| All | +251.7% | +65.6% | +186.1% | +106.8% |
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 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