-50.4%
BIDU vs KIM
+32.5%
-82.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -8.1% | -1.7% | -6.4% | -7.8% |
| 30D | -12.8% | -3.0% | -9.9% | -12.3% |
| 3M | -21.3% | -8.9% | -12.4% | -19.8% |
| 6M | -27.0% | +2.4% | -29.3% | -27.6% |
| YTD | -30.0% | +18.3% | -48.4% | -33.1% |
| 1Y | -18.3% | +8.2% | -26.4% | -20.3% |
| 3Y | -33.8% | +44.0% | -77.9% | -40.4% |
| 5Y | -44.3% | +37.3% | -81.6% | -49.3% |
| All | -50.4% | +32.5% | -82.9% | -57.4% |
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 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