-51.7%
BIDU vs KIM
+63.6%
-115.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -4.5% | +14.1% | -18.7% | -7.3% |
| 3M | -25.4% | +6.0% | -31.4% | -26.4% |
| 6M | -48.1% | +13.2% | -61.3% | -49.7% |
| YTD | -40.2% | +30.4% | -70.6% | -44.0% |
| 1Y | -35.2% | +31.0% | -66.3% | -39.5% |
| 3Y | -27.1% | +67.6% | -94.7% | -36.5% |
| 5Y | -54.2% | +35.8% | -90.0% | -58.3% |
| All | -51.7% | +63.6% | -115.3% | -60.9% |
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 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