-20.2%
BKNG vs KIM
+9.7%
-29.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -10.7% | -1.5% | -9.2% | -10.3% |
| 30D | -18.1% | -1.7% | -16.4% | -17.8% |
| 3M | +8.5% | -7.1% | +15.7% | +10.4% |
| 6M | -0.1% | +2.9% | -2.9% | -0.4% |
| YTD | -18.2% | +18.8% | -37.1% | -21.6% |
| All | -20.2% | +9.7% | -29.9% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling