+85.6%
BEN vs KIM
+65.6%
+20.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +12.1% | +2.8% | +9.4% | +10.5% |
| 30D | +13.4% | +15.9% | -2.5% | +4.2% |
| 3M | +9.4% | +7.8% | +1.6% | +4.7% |
| 6M | +19.3% | +11.9% | +7.4% | +10.8% |
| YTD | +57.3% | +31.0% | +26.2% | +32.2% |
| 1Y | +69.1% | +32.3% | +36.8% | +41.2% |
| 3Y | +85.6% | +65.5% | +20.2% | +28.5% |
| All | +85.6% | +65.6% | +20.1% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling