+18.0%
BAC vs KIM
+31.1%
-13.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -1.2% | +4.1% | -5.3% | -3.3% |
| 30D | -7.7% | +16.8% | -24.5% | -15.3% |
| 3M | -21.2% | +5.7% | -26.9% | -23.6% |
| 6M | -6.8% | +9.7% | -16.5% | -11.9% |
| YTD | -8.7% | +30.2% | -38.9% | -22.0% |
| 1Y | -5.3% | +32.1% | -37.4% | -19.9% |
| 3Y | +87.4% | +58.6% | +28.9% | +40.0% |
| All | +18.0% | +31.1% | -13.1% | -6.1% |
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