+191.5%
BAH vs KIM
+29.7%
+161.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -1.3% | -1.0% | -0.4% | -1.2% |
| 30D | -6.6% | -1.1% | -5.5% | -6.4% |
| 3M | -7.2% | -5.3% | -1.8% | -6.2% |
| 6M | -10.0% | +3.9% | -13.9% | -10.7% |
| YTD | -12.5% | +20.3% | -32.7% | -15.4% |
| 1Y | -27.9% | +10.4% | -38.4% | -29.3% |
| 3Y | -31.4% | +46.3% | -77.7% | -36.6% |
| 5Y | -3.2% | +37.6% | -40.8% | -10.5% |
| 10Y | +191.5% | +34.5% | +157.0% | +173.9% |
| All | +191.5% | +29.7% | +161.8% | +173.9% |
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