-33.9%
BAX vs KIM
+65.6%
-99.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.2% |
| 7D | +9.0% | +2.8% | +6.2% | +8.4% |
| 30D | +8.5% | +16.3% | -7.9% | +4.9% |
| 3M | -4.1% | +6.6% | -10.7% | -5.5% |
| 6M | +46.9% | +12.3% | +34.6% | +43.3% |
| YTD | +38.4% | +31.6% | +6.8% | +30.4% |
| 1Y | +47.0% | +31.5% | +15.5% | +38.6% |
| 3Y | -14.9% | +68.0% | -82.9% | -22.9% |
| 5Y | -62.5% | +38.7% | -101.2% | -65.2% |
| 10Y | -33.9% | +65.7% | -99.6% | -46.8% |
| All | -33.9% | +65.6% | -99.5% | -46.8% |
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