-1.4%
BDX vs KIM
+37.3%
-38.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | -3.6% | -1.0% | -2.6% | -3.3% |
| 30D | +0.7% | -1.1% | +1.8% | +1.0% |
| 3M | +19.0% | -5.3% | +24.3% | +20.7% |
| 6M | +10.8% | +3.9% | +6.9% | +9.6% |
| YTD | +20.1% | +20.3% | -0.1% | +14.3% |
| 1Y | +23.1% | +10.4% | +12.6% | +19.6% |
| 3Y | -8.8% | +46.3% | -55.1% | -18.3% |
| 5Y | -1.4% | +37.6% | -39.0% | -11.1% |
| All | -1.4% | +37.3% | -38.7% | -11.1% |
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 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