-24.3%
BB vs KIM
+37.7%
-62.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.7% |
| 7D | +0.5% | -0.3% | +0.8% | +0.7% |
| 30D | -12.4% | -1.7% | -10.6% | -11.4% |
| 3M | -15.3% | -0.8% | -14.5% | -15.9% |
| 6M | +128.8% | +4.4% | +124.4% | +118.5% |
| YTD | +107.7% | +21.2% | +86.4% | +76.9% |
| 1Y | +103.9% | +10.5% | +93.3% | +85.6% |
| 3Y | +72.6% | +47.5% | +25.1% | +21.2% |
| 5Y | -24.3% | +37.1% | -61.3% | -41.3% |
| All | -24.3% | +37.7% | -62.0% | -41.3% |
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 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