+332.2%
BHP vs KIM
+63.6%
+268.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -4.5% | +14.1% | -18.6% | -8.7% |
| 3M | -6.9% | +6.0% | -12.9% | -8.8% |
| 6M | -10.6% | +13.2% | -23.8% | -14.6% |
| YTD | +37.2% | +30.4% | +6.8% | +24.7% |
| 1Y | +48.0% | +31.0% | +17.0% | +34.3% |
| 3Y | +52.6% | +67.6% | -15.1% | +26.2% |
| 5Y | +116.5% | +35.8% | +80.7% | +89.2% |
| All | +332.2% | +63.6% | +268.6% | +244.2% |
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