+611.6%
BBWI vs KIM
+3,058.9%
-2,447.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +1.5% | +0.4% | +1.1% | +1.2% |
| 30D | -5.2% | -4.0% | -1.2% | -3.3% |
| 3M | +11.1% | +0.5% | +10.6% | +10.7% |
| 6M | -13.4% | +3.6% | -17.0% | -14.9% |
| YTD | +0.1% | +20.4% | -20.3% | -8.7% |
| 1Y | -36.1% | +9.7% | -45.8% | -39.1% |
| 3Y | -44.1% | +46.0% | -90.1% | -53.3% |
| 5Y | -66.2% | +34.4% | -100.7% | -70.5% |
| 10Y | -54.8% | +29.3% | -84.1% | -62.8% |
| All | +611.6% | +3,058.9% | -2,447.3% | +173.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling