+388.4%
BB vs KIM
+688.1%
-299.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.1% | +2.9% |
| 7D | +7.3% | -1.0% | +8.3% | +7.7% |
| 30D | +11.2% | +14.8% | -3.5% | +5.3% |
| 3M | +4.7% | +8.1% | -3.5% | +1.3% |
| 6M | +51.1% | +11.7% | +39.5% | +43.6% |
| YTD | +148.0% | +30.7% | +117.3% | +121.8% |
| 1Y | +106.1% | +29.7% | +76.4% | +84.8% |
| 3Y | +158.2% | +65.1% | +93.2% | +110.7% |
| 5Y | -10.8% | +34.7% | -45.5% | -20.7% |
| 10Y | +29.3% | +64.1% | -34.8% | -1.3% |
| All | +388.4% | +688.1% | -299.6% | +60.5% |
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