+883.7%
BAH vs KIM
+205.5%
+678.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -3.2% | +0.4% | -3.7% | -3.3% |
| 30D | +2.0% | -4.0% | +6.0% | +2.9% |
| 3M | -7.6% | +0.5% | -8.2% | -7.8% |
| 6M | -5.7% | +3.6% | -9.3% | -6.5% |
| YTD | -11.7% | +20.4% | -32.2% | -15.5% |
| 1Y | -27.4% | +9.7% | -37.1% | -29.0% |
| 3Y | -32.5% | +46.0% | -78.5% | -38.9% |
| 5Y | -3.3% | +34.4% | -37.8% | -12.1% |
| 10Y | +186.0% | +29.3% | +156.7% | +163.1% |
| All | +883.7% | +205.5% | +678.2% | +526.0% |
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