+1,132.3%
BE vs KIM
+36.8%
+1,095.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.2% | +7.5% | +7.5% |
| 7D | +20.0% | +0.4% | +19.6% | +19.5% |
| 30D | +7.9% | -4.0% | +11.9% | +11.6% |
| 3M | -13.2% | +0.5% | -13.8% | -16.1% |
| 6M | +53.5% | +3.6% | +49.8% | +44.9% |
| YTD | +191.0% | +20.4% | +170.6% | +136.3% |
| 1Y | +360.5% | +9.7% | +350.8% | +303.2% |
| 3Y | +1,568.0% | +46.0% | +1,522.0% | +966.3% |
| All | +1,132.3% | +36.8% | +1,095.5% | +798.9% |
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 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