+560.4%
BAX vs KIM
+3,058.9%
-2,498.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.1% | +0.4% | -1.6% | -1.2% |
| 30D | -5.5% | -4.0% | -1.5% | -4.8% |
| 3M | +33.5% | +0.5% | +33.0% | +33.4% |
| 6M | +35.9% | +3.6% | +32.2% | +35.1% |
| YTD | +35.4% | +20.4% | +14.9% | +31.1% |
| 1Y | +9.8% | +9.7% | +0.1% | +8.1% |
| 3Y | -32.7% | +46.0% | -78.7% | -36.8% |
| 5Y | -65.6% | +34.4% | -100.0% | -67.4% |
| 10Y | -34.9% | +29.3% | -64.2% | -41.2% |
| All | +560.4% | +3,058.9% | -2,498.5% | +232.6% |
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