+300.1%
BB vs KIM
+625.9%
-325.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -5.6% | +0.4% | -6.1% | -5.8% |
| 30D | -11.8% | -4.0% | -7.8% | -10.5% |
| 3M | -25.5% | +0.5% | -26.1% | -26.2% |
| 6M | +121.3% | +3.6% | +117.7% | +117.0% |
| YTD | +103.2% | +20.4% | +82.7% | +87.8% |
| 1Y | +102.6% | +9.7% | +92.9% | +93.9% |
| 3Y | +37.5% | +46.0% | -8.5% | +17.7% |
| 5Y | -30.4% | +34.4% | -64.9% | -37.9% |
| 10Y | 0.0% | +29.3% | -29.3% | -16.6% |
| All | +300.1% | +625.9% | -325.8% | +35.9% |
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 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