+42.3%
BBIO vs KIM
+35.9%
+6.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -3.2% | -1.7% | -1.5% | -1.9% |
| 30D | -13.6% | -3.0% | -10.6% | -11.7% |
| 3M | +7.2% | -8.9% | +16.1% | +14.4% |
| 6M | +1.5% | +2.4% | -0.9% | -1.5% |
| YTD | -5.3% | +18.3% | -23.6% | -18.8% |
| 1Y | +37.7% | +8.2% | +29.5% | +26.6% |
| 3Y | +153.9% | +44.0% | +109.9% | +73.3% |
| All | +42.3% | +35.9% | +6.4% | +12.1% |
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