-36.9%
BAX vs KIM
+29.7%
-66.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -5.1% | -1.0% | -4.1% | -4.9% |
| 30D | -12.2% | -1.1% | -11.1% | -12.0% |
| 3M | +21.8% | -5.3% | +27.1% | +23.3% |
| 6M | +36.3% | +3.9% | +32.4% | +35.3% |
| YTD | +27.8% | +20.3% | +7.5% | +22.9% |
| 1Y | -0.1% | +10.4% | -10.5% | -2.0% |
| 3Y | -33.3% | +46.3% | -79.6% | -37.9% |
| 5Y | -67.1% | +37.6% | -104.7% | -69.2% |
| 10Y | -36.9% | +34.5% | -71.4% | -43.1% |
| All | -36.9% | +29.7% | -66.6% | -43.1% |
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