+120.2%
BKR vs KIM
+32.5%
+87.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | -7.0% | -1.7% | -5.3% | -6.2% |
| 30D | -8.1% | -3.0% | -5.2% | -6.8% |
| 3M | -6.6% | -8.9% | +2.3% | -2.7% |
| 6M | +0.9% | +2.4% | -1.5% | -0.8% |
| YTD | +31.1% | +18.3% | +12.8% | +20.1% |
| 1Y | +27.7% | +8.2% | +19.5% | +21.9% |
| 3Y | +71.2% | +44.0% | +27.2% | +39.8% |
| 5Y | +177.6% | +37.3% | +140.3% | +125.5% |
| All | +120.2% | +32.5% | +87.7% | +43.0% |
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