-45.3%
BBWI vs KIM
+64.9%
-110.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -4.2% | +2.8% | -7.0% | -5.9% |
| 30D | +24.9% | +15.9% | +9.0% | +13.6% |
| 3M | +13.2% | +7.8% | +5.4% | +7.8% |
| 6M | +12.1% | +11.9% | +0.2% | +4.0% |
| YTD | +11.1% | +31.0% | -20.0% | -7.2% |
| 1Y | +0.7% | +32.3% | -31.6% | -16.5% |
| 3Y | -23.8% | +65.5% | -89.2% | -45.2% |
| 5Y | -66.9% | +37.2% | -104.1% | -73.2% |
| 10Y | -45.3% | +63.9% | -109.3% | -69.6% |
| All | -45.3% | +64.9% | -110.3% | -69.6% |
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