+173.2%
BKR vs KIM
+36.5%
+136.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.2% |
| 7D | -6.7% | -1.5% | -5.2% | -6.1% |
| 30D | -8.3% | -1.7% | -6.7% | -7.7% |
| 3M | -5.4% | -7.1% | +1.8% | -2.8% |
| 6M | +0.8% | +2.9% | -2.1% | -0.8% |
| YTD | +31.8% | +18.8% | +13.0% | +22.0% |
| 1Y | +28.6% | +9.4% | +19.2% | +23.0% |
| 3Y | +71.2% | +44.6% | +26.7% | +44.0% |
| All | +173.2% | +36.5% | +136.7% | +130.8% |
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 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