+1,350.9%
BAC vs KIM
+3,315.9%
-1,965.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -1.2% | +4.1% | -5.3% | -3.6% |
| 30D | -7.7% | +16.8% | -24.5% | -16.4% |
| 3M | -21.2% | +5.7% | -26.9% | -24.1% |
| 6M | -6.8% | +9.7% | -16.5% | -12.6% |
| YTD | -8.7% | +30.2% | -38.9% | -23.5% |
| 1Y | -5.3% | +32.1% | -37.4% | -21.5% |
| 3Y | +87.4% | +58.6% | +28.9% | +36.1% |
| 5Y | +18.9% | +31.2% | -12.2% | -5.0% |
| 10Y | +273.3% | +66.7% | +206.6% | +112.5% |
| All | +1,350.9% | +3,315.9% | -1,965.1% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling