+91.7%
BKNG vs KIM
+36.5%
+55.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 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% | +12.2% |
| 6M | -0.1% | +2.9% | -2.9% | -1.7% |
| YTD | -18.2% | +18.8% | -37.1% | -25.1% |
| 1Y | -19.9% | +9.4% | -29.3% | -23.7% |
| 3Y | +41.6% | +44.6% | -3.0% | +14.4% |
| All | +91.7% | +36.5% | +55.2% | +61.4% |
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