+30.8%
BIL vs KIM
+45.3%
-14.5%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | +2.8% | -2.7% | +0.1% |
| 30D | 0.0% | +15.9% | -15.9% | 0.0% |
| 3M | +0.6% | +7.8% | -7.2% | +0.6% |
| 6M | +1.5% | +11.9% | -10.4% | +1.5% |
| YTD | +2.8% | +31.0% | -28.3% | +2.8% |
| 1Y | +3.3% | +32.3% | -29.0% | +3.3% |
| 3Y | +13.4% | +65.5% | -52.1% | +13.4% |
| 5Y | +19.8% | +37.2% | -17.4% | +19.9% |
| 10Y | +25.7% | +63.9% | -38.3% | +25.7% |
| All | +30.8% | +45.3% | -14.5% | +30.7% |
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