+13,467.2%
BBY vs KIM
+3,080.3%
+10,386.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.3% |
| 7D | +8.1% | -0.3% | +8.4% | +8.2% |
| 30D | +8.9% | -1.7% | +10.7% | +9.7% |
| 3M | +22.0% | -0.8% | +22.9% | +22.4% |
| 6M | +37.8% | +4.4% | +33.4% | +35.6% |
| YTD | +37.3% | +21.2% | +16.1% | +27.6% |
| 1Y | +21.6% | +10.5% | +11.0% | +16.9% |
| 3Y | +41.5% | +47.5% | -6.0% | +22.5% |
| 5Y | +1.2% | +37.1% | -35.8% | -10.1% |
| 10Y | +237.8% | +29.5% | +208.3% | +175.9% |
| All | +13,467.2% | +3,080.3% | +10,386.9% | +5,617.1% |
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