+4,870.1%
BHP vs KIM
+3,058.9%
+1,811.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | +3.4% | -4.0% | +7.4% | +4.9% |
| 3M | +4.1% | +0.5% | +3.5% | +3.4% |
| 6M | +20.6% | +3.6% | +17.0% | +18.4% |
| YTD | +56.1% | +20.4% | +35.6% | +44.4% |
| 1Y | +69.6% | +9.7% | +59.9% | +62.4% |
| 3Y | +78.8% | +46.0% | +32.8% | +51.4% |
| 5Y | +113.1% | +34.4% | +78.6% | +82.9% |
| 10Y | +505.9% | +29.3% | +476.6% | +374.7% |
| All | +4,870.1% | +3,058.9% | +1,811.2% | +1,863.4% |
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 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