+3,165.1%
BEN vs KIM
+3,337.3%
-172.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +12.1% | +2.8% | +9.4% | +10.7% |
| 30D | +13.4% | +15.9% | -2.5% | +5.4% |
| 3M | +9.4% | +7.8% | +1.6% | +5.3% |
| 6M | +19.3% | +11.9% | +7.4% | +12.3% |
| YTD | +57.3% | +31.0% | +26.2% | +36.8% |
| 1Y | +69.1% | +32.3% | +36.8% | +46.4% |
| 3Y | +85.6% | +65.5% | +20.2% | +43.0% |
| 5Y | +32.9% | +37.2% | -4.3% | +12.0% |
| 10Y | +58.3% | +63.9% | -5.6% | +6.9% |
| All | +3,165.1% | +3,337.3% | -172.3% | +510.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling