-0.5%
BBY vs KIM
+35.1%
-35.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.9% |
| 7D | +0.7% | -1.5% | +2.2% | +1.7% |
| 30D | +5.8% | -1.7% | +7.5% | +7.0% |
| 3M | +18.0% | -7.1% | +25.2% | +23.9% |
| 6M | +39.8% | +2.9% | +37.0% | +36.9% |
| YTD | +35.4% | +18.8% | +16.6% | +20.1% |
| 1Y | +21.4% | +9.4% | +12.0% | +13.6% |
| 3Y | +39.5% | +44.6% | -5.0% | +8.2% |
| 5Y | -0.5% | +37.9% | -38.4% | -18.6% |
| All | -0.5% | +35.1% | -35.5% | -18.6% |
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 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