+6,373.4%
BDX vs KIM
+3,319.9%
+3,053.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +2.9% | +0.1% | +2.8% | +2.9% |
| 30D | +15.4% | +14.1% | +1.3% | +13.3% |
| 3M | +20.5% | +6.0% | +14.5% | +19.5% |
| 6M | +53.2% | +13.2% | +39.9% | +50.5% |
| YTD | +45.7% | +30.4% | +15.3% | +40.3% |
| 1Y | +47.3% | +31.0% | +16.2% | +41.8% |
| 3Y | +25.1% | +67.6% | -42.6% | +15.9% |
| 5Y | +27.4% | +35.8% | -8.3% | +20.6% |
| 10Y | +95.4% | +63.7% | +31.7% | +72.1% |
| All | +6,373.4% | +3,319.9% | +3,053.5% | +3,297.2% |
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 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