+87.4%
BAC vs KIM
+57.8%
+29.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.2% | +4.1% | -5.3% | -3.1% |
| 30D | -7.7% | +16.8% | -24.5% | -14.6% |
| 3M | -21.2% | +5.7% | -26.9% | -23.4% |
| 6M | -6.8% | +9.7% | -16.5% | -11.5% |
| YTD | -8.7% | +30.2% | -38.9% | -21.2% |
| 1Y | -5.3% | +32.1% | -37.4% | -19.0% |
| 3Y | +87.4% | +58.6% | +28.9% | +42.6% |
| All | +87.4% | +57.8% | +29.6% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling