+246.5%
BBY vs KIM
+32.5%
+214.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.2% |
| 7D | +0.6% | -1.7% | +2.3% | +1.3% |
| 30D | +9.4% | -3.0% | +12.4% | +10.8% |
| 3M | +19.3% | -8.9% | +28.2% | +23.9% |
| 6M | +47.9% | +2.4% | +45.5% | +46.5% |
| YTD | +39.6% | +18.3% | +21.2% | +30.2% |
| 1Y | +22.2% | +8.2% | +14.0% | +18.1% |
| 3Y | +45.0% | +44.0% | +0.9% | +25.8% |
| 5Y | +2.6% | +37.3% | -34.8% | -9.1% |
| All | +246.5% | +32.5% | +214.0% | +164.5% |
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 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