-65.8%
BAX vs KIM
+34.4%
-100.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.1% | +0.4% | -1.6% | -1.4% |
| 30D | -5.5% | -4.0% | -1.5% | -3.7% |
| 3M | +33.5% | +0.5% | +33.0% | +33.2% |
| 6M | +35.9% | +3.6% | +32.2% | +33.9% |
| YTD | +35.4% | +20.4% | +14.9% | +24.5% |
| 1Y | +9.8% | +9.7% | +0.1% | +5.3% |
| 3Y | -32.7% | +46.0% | -78.7% | -41.9% |
| All | -65.8% | +34.4% | -100.3% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling