+57.6%
BEN vs KIM
+29.7%
+27.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.2% |
| 7D | +3.4% | -1.0% | +4.3% | +3.8% |
| 30D | +1.8% | -1.1% | +2.9% | +2.2% |
| 3M | +8.4% | -5.3% | +13.7% | +10.7% |
| 6M | +35.6% | +3.9% | +31.7% | +32.9% |
| YTD | +46.4% | +20.3% | +26.1% | +34.4% |
| 1Y | +46.3% | +10.4% | +35.9% | +39.3% |
| 3Y | +54.6% | +46.3% | +8.3% | +29.8% |
| 5Y | +39.4% | +37.6% | +1.8% | +20.5% |
| 10Y | +57.6% | +34.5% | +23.1% | +14.9% |
| All | +57.6% | +29.7% | +27.9% | +14.9% |
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 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