+1,071.5%
BAH vs KIM
+233.7%
+837.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -1.5% | +2.8% | -4.3% | -2.1% |
| 30D | +17.3% | +16.3% | +0.9% | +13.3% |
| 3M | +14.9% | +6.6% | +8.2% | +13.1% |
| 6M | +14.2% | +12.3% | +1.9% | +11.2% |
| YTD | +5.1% | +31.6% | -26.4% | -1.4% |
| 1Y | +2.1% | +31.5% | -29.4% | -4.2% |
| 3Y | -26.0% | +68.0% | -94.0% | -35.0% |
| 5Y | +9.0% | +38.7% | -29.7% | -1.5% |
| 10Y | +208.8% | +65.7% | +143.1% | +161.8% |
| All | +1,071.5% | +233.7% | +837.8% | +630.4% |
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 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