+209.9%
BKNG vs KIM
+33.1%
+176.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -10.7% | -1.5% | -9.2% | -10.1% |
| 30D | -18.1% | -1.7% | -16.4% | -17.5% |
| 3M | +8.5% | -7.1% | +15.7% | +11.9% |
| 6M | -0.1% | +2.9% | -2.9% | -1.5% |
| YTD | -18.2% | +18.8% | -37.1% | -24.5% |
| 1Y | -19.9% | +9.4% | -29.3% | -23.4% |
| 3Y | +41.6% | +44.6% | -3.0% | +17.6% |
| 5Y | +93.1% | +37.9% | +55.2% | +62.5% |
| All | +209.9% | +33.1% | +176.8% | +102.8% |
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 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