+502.3%
BLDR vs KIM
+63.9%
+438.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -10.3% | -1.0% | -9.3% | -9.7% |
| 30D | +19.6% | +14.8% | +4.8% | +10.4% |
| 3M | -17.0% | +8.1% | -25.1% | -20.5% |
| 6M | -16.7% | +11.7% | -28.4% | -21.8% |
| YTD | -39.4% | +30.7% | -70.1% | -48.5% |
| 1Y | -41.7% | +29.7% | -71.4% | -50.1% |
| 3Y | -49.9% | +65.1% | -114.9% | -62.6% |
| 5Y | -7.6% | +34.7% | -42.2% | -21.9% |
| 10Y | +502.3% | +64.1% | +438.2% | +278.5% |
| All | +502.3% | +63.9% | +438.5% | +278.5% |
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