+126.6%
BHP vs KIM
+37.3%
+89.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +0.9% | -1.0% | +1.9% | +1.3% |
| 30D | +4.0% | -1.1% | +5.1% | +4.4% |
| 3M | +11.3% | -5.3% | +16.6% | +13.2% |
| 6M | +29.3% | +3.9% | +25.4% | +26.6% |
| YTD | +59.2% | +20.3% | +38.9% | +46.7% |
| 1Y | +80.8% | +10.4% | +70.4% | +72.3% |
| 3Y | +88.0% | +46.3% | +41.7% | +56.8% |
| 5Y | +126.6% | +37.6% | +89.1% | +90.6% |
| All | +126.6% | +37.3% | +89.3% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling