+711.7%
BIDU vs KIM
+95.9%
+615.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.2% | +4.1% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | -10.5% | -4.0% | -6.5% | -9.3% |
| 3M | -26.2% | +0.5% | -26.8% | -26.6% |
| 6M | -16.4% | +3.6% | -20.0% | -17.7% |
| YTD | -23.9% | +20.4% | -44.3% | -28.9% |
| 1Y | +1.3% | +9.7% | -8.4% | -2.7% |
| 3Y | -32.1% | +46.0% | -78.1% | -41.6% |
| 5Y | -39.0% | +34.4% | -73.4% | -46.6% |
| 10Y | -44.0% | +29.3% | -73.3% | -55.5% |
| All | +711.7% | +95.9% | +615.9% | +279.7% |
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