+57.0%
BEN vs KIM
+47.7%
+9.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.6% |
| 7D | +4.7% | -0.3% | +5.0% | +4.9% |
| 30D | +2.6% | -1.7% | +4.3% | +3.6% |
| 3M | +11.5% | -0.8% | +12.3% | +11.4% |
| 6M | +35.3% | +4.4% | +30.9% | +30.8% |
| YTD | +48.6% | +21.2% | +27.4% | +30.7% |
| 1Y | +46.7% | +10.5% | +36.1% | +36.6% |
| 3Y | +57.0% | +47.5% | +9.5% | +20.4% |
| All | +57.0% | +47.7% | +9.3% | +20.4% |
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