+360.5%
BE vs KIM
+9.1%
+351.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.3% | +8.7% | +6.2% |
| 7D | +20.0% | -0.8% | +20.7% | +19.2% |
| 30D | +7.9% | -5.1% | +13.0% | +2.8% |
| 3M | -13.2% | -0.6% | -12.6% | -15.4% |
| 6M | +53.5% | +2.4% | +51.1% | +49.5% |
| YTD | +191.0% | +19.0% | +172.0% | +235.6% |
| 1Y | +360.5% | +8.4% | +352.1% | +427.9% |
| All | +360.5% | +9.1% | +351.4% | +427.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling