+26.1%
BIL vs KIM
+63.6%
-37.5%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.3% | +14.1% | -13.8% | +0.3% |
| 3M | +1.0% | +6.0% | -5.0% | +1.0% |
| 6M | +1.9% | +13.2% | -11.4% | +1.9% |
| YTD | +3.2% | +30.4% | -27.2% | +3.2% |
| 1Y | +3.7% | +31.0% | -27.3% | +3.7% |
| 3Y | +13.8% | +67.6% | -53.8% | +13.8% |
| 5Y | +20.3% | +35.8% | -15.5% | +20.3% |
| All | +26.1% | +63.6% | -37.5% | +26.1% |
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