-10.6%
BITO vs KIM
+28.4%
-39.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -3.4% | -1.7% | -1.7% | -2.6% |
| 30D | +21.4% | -3.0% | +24.4% | +23.2% |
| 3M | +20.5% | -8.9% | +29.4% | +25.9% |
| 6M | +7.4% | +2.4% | +5.0% | +5.1% |
| YTD | -13.9% | +18.3% | -32.2% | -22.4% |
| 1Y | -35.1% | +8.2% | -43.2% | -38.6% |
| 3Y | +156.8% | +44.0% | +112.8% | +99.4% |
| All | -10.6% | +28.4% | -39.0% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling