+484.0%
BLDR vs KIM
+63.6%
+420.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.7% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +20.1% | +14.1% | +6.0% | +11.3% |
| 3M | -17.5% | +6.0% | -23.5% | -20.0% |
| 6M | -16.1% | +13.2% | -29.3% | -21.8% |
| YTD | -41.0% | +30.4% | -71.4% | -49.7% |
| 1Y | -41.6% | +31.0% | -72.6% | -50.3% |
| 3Y | -50.8% | +67.6% | -118.4% | -63.7% |
| 5Y | -10.8% | +35.8% | -46.5% | -24.9% |
| All | +484.0% | +63.6% | +420.4% | +275.2% |
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 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