+365.4%
BLDR vs KIM
+33.1%
+332.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.2% |
| 7D | -8.1% | -1.5% | -6.6% | -7.3% |
| 30D | -21.5% | -1.7% | -19.8% | -20.7% |
| 3M | -21.0% | -7.1% | -13.8% | -17.3% |
| 6M | -37.1% | +2.9% | -39.9% | -38.0% |
| YTD | -42.7% | +18.8% | -61.5% | -48.6% |
| 1Y | -58.0% | +9.4% | -67.4% | -60.2% |
| 3Y | -57.8% | +44.6% | -102.4% | -66.1% |
| 5Y | +10.3% | +37.9% | -27.7% | -8.1% |
| All | +365.4% | +33.1% | +332.4% | +226.1% |
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