-68.8%
BBWI vs KIM
+37.3%
-106.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.8% | -5.5% | -5.6% |
| 7D | -4.4% | -1.0% | -3.5% | -3.7% |
| 30D | -7.4% | -1.1% | -6.3% | -6.7% |
| 3M | -2.2% | -5.3% | +3.1% | +2.1% |
| 6M | -16.3% | +3.9% | -20.2% | -19.1% |
| YTD | -9.1% | +20.3% | -29.4% | -22.3% |
| 1Y | -34.5% | +10.4% | -45.0% | -40.0% |
| 3Y | -47.0% | +46.3% | -93.3% | -61.8% |
| 5Y | -68.8% | +37.6% | -106.4% | -76.5% |
| All | -68.8% | +37.3% | -106.2% | -76.5% |
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