+2,993.2%
BEN vs KIM
+3,058.9%
-65.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +0.2% | +0.4% | -0.2% | 0.0% |
| 30D | -0.5% | -4.0% | +3.4% | +1.4% |
| 3M | +9.7% | +0.5% | +9.2% | +9.0% |
| 6M | +33.9% | +3.6% | +30.3% | +31.1% |
| YTD | +49.0% | +20.4% | +28.6% | +35.3% |
| 1Y | +42.1% | +9.7% | +32.4% | +34.9% |
| 3Y | +51.9% | +46.0% | +5.9% | +24.4% |
| 5Y | +39.0% | +34.4% | +4.6% | +18.3% |
| 10Y | +57.9% | +29.3% | +28.6% | +19.9% |
| All | +2,993.2% | +3,058.9% | -65.8% | +503.8% |
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