+22.6%
BAC vs KIM
+34.6%
-12.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +0.8% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | -0.7% | +14.1% | -14.8% | -7.8% |
| 3M | -20.0% | +6.0% | -26.0% | -22.6% |
| 6M | +3.4% | +13.2% | -9.8% | -4.0% |
| YTD | -5.7% | +30.4% | -36.1% | -19.6% |
| 1Y | -1.4% | +31.0% | -32.5% | -16.2% |
| 3Y | +97.9% | +67.6% | +30.3% | +43.1% |
| All | +22.6% | +34.6% | -12.0% | -1.1% |
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