+195.9%
BAH vs KIM
+63.0%
+132.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -2.6% | -0.7% | -1.9% | -2.4% |
| 30D | +20.4% | +13.4% | +7.0% | +17.6% |
| 3M | +11.9% | +6.5% | +5.3% | +10.5% |
| 6M | +17.1% | +10.6% | +6.5% | +14.9% |
| YTD | +5.5% | +29.9% | -24.4% | +0.5% |
| 1Y | +5.6% | +29.6% | -23.9% | +0.6% |
| 3Y | -26.5% | +64.1% | -90.6% | -33.4% |
| 5Y | +6.5% | +35.3% | -28.8% | -1.3% |
| All | +195.9% | +63.0% | +132.9% | +159.4% |
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