+39.2%
BKR vs KIM
+10.4%
+28.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +1.7% | +0.4% | +1.3% | +1.7% |
| 30D | +3.3% | -4.0% | +7.3% | +3.7% |
| 3M | -3.6% | +0.5% | -4.1% | -3.7% |
| 6M | +5.0% | +3.6% | +1.4% | +4.1% |
| YTD | +40.9% | +20.4% | +20.5% | +36.1% |
| 1Y | +39.2% | +9.7% | +29.5% | +30.2% |
| All | +39.2% | +10.4% | +28.8% | +30.2% |
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