-57.4%
BBWI vs KIM
+29.7%
-87.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -5.8% |
| 7D | -4.4% | -1.0% | -3.5% | -3.8% |
| 30D | -7.4% | -1.1% | -6.3% | -6.8% |
| 3M | -2.2% | -5.3% | +3.1% | +1.3% |
| 6M | -16.3% | +3.9% | -20.2% | -18.5% |
| YTD | -9.1% | +20.3% | -29.4% | -19.7% |
| 1Y | -34.5% | +10.4% | -45.0% | -38.9% |
| 3Y | -47.0% | +46.3% | -93.3% | -58.8% |
| 5Y | -68.8% | +37.6% | -106.4% | -74.7% |
| 10Y | -57.4% | +34.5% | -91.8% | -72.7% |
| All | -57.4% | +29.7% | -87.0% | -72.7% |
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