+162.9%
BBIO vs KIM
+78.1%
+84.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -3.2% | -1.7% | -1.5% | -2.3% |
| 30D | -13.6% | -3.0% | -10.6% | -12.3% |
| 3M | +7.2% | -8.9% | +16.1% | +12.2% |
| 6M | +1.5% | +2.4% | -0.9% | -0.4% |
| YTD | -5.3% | +18.3% | -23.6% | -14.3% |
| 1Y | +37.7% | +8.2% | +29.5% | +30.5% |
| 3Y | +153.9% | +44.0% | +109.9% | +104.5% |
| 5Y | +43.9% | +37.3% | +6.5% | +20.4% |
| All | +162.9% | +78.1% | +84.8% | +80.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling