+559.4%
BAX vs KIM
+3,315.9%
-2,756.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +12.1% | +4.1% | +8.1% | +11.4% |
| 30D | +7.6% | +16.8% | -9.2% | +4.6% |
| 3M | -4.5% | +5.7% | -10.2% | -5.5% |
| 6M | +52.0% | +9.7% | +42.3% | +49.5% |
| YTD | +35.1% | +30.2% | +4.9% | +29.0% |
| 1Y | +43.7% | +32.1% | +11.6% | +36.9% |
| 3Y | -20.9% | +58.6% | -79.5% | -26.8% |
| 5Y | -63.5% | +31.2% | -94.7% | -65.4% |
| 10Y | -36.0% | +66.7% | -102.7% | -44.5% |
| All | +559.4% | +3,315.9% | -2,756.5% | +227.3% |
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