+55.4%
BDX vs KIM
+33.1%
+22.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -5.4% | -1.5% | -3.9% | -5.2% |
| 30D | -2.2% | -1.7% | -0.5% | -2.0% |
| 3M | +20.1% | -7.1% | +27.2% | +21.3% |
| 6M | +9.1% | +2.9% | +6.2% | +8.6% |
| YTD | +17.9% | +18.8% | -1.0% | +15.1% |
| 1Y | +22.1% | +9.4% | +12.6% | +20.5% |
| 3Y | -10.5% | +44.6% | -55.1% | -15.0% |
| 5Y | -2.6% | +37.9% | -40.5% | -7.4% |
| All | +55.4% | +33.1% | +22.3% | +44.2% |
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