-47.7%
BBWI vs KIM
+63.6%
-111.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.2% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +12.9% | +14.1% | -1.2% | +3.7% |
| 3M | +16.0% | +6.0% | +10.0% | +11.7% |
| 6M | +16.6% | +13.2% | +3.4% | +7.4% |
| YTD | +9.7% | +30.4% | -20.6% | -8.0% |
| 1Y | +1.5% | +31.0% | -29.5% | -15.2% |
| 3Y | -21.4% | +67.6% | -89.0% | -44.0% |
| 5Y | -67.6% | +35.8% | -103.3% | -73.5% |
| All | -47.7% | +63.6% | -111.3% | -70.9% |
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 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