-26.6%
BAH vs KIM
+57.8%
-84.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.4% |
| 7D | -3.5% | +4.1% | -7.6% | -4.4% |
| 30D | +24.3% | +16.8% | +7.5% | +20.2% |
| 3M | +16.3% | +5.7% | +10.6% | +14.8% |
| 6M | +13.6% | +9.7% | +3.9% | +11.5% |
| YTD | +3.5% | +30.2% | -26.7% | -1.9% |
| 1Y | +2.7% | +32.1% | -29.4% | -2.9% |
| 3Y | -26.6% | +58.6% | -85.2% | -33.5% |
| All | -26.6% | +57.8% | -84.4% | -33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling