-56.3%
BLDR vs KIM
+9.4%
-65.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.3% |
| 7D | -2.7% | -1.0% | -1.7% | -2.0% |
| 30D | -14.7% | -1.1% | -13.6% | -14.0% |
| 3M | -20.8% | -5.3% | -15.5% | -17.1% |
| 6M | -35.3% | +3.9% | -39.3% | -37.3% |
| YTD | -40.3% | +20.3% | -60.6% | -49.1% |
| 1Y | -56.3% | +10.4% | -66.7% | -59.8% |
| All | -56.3% | +9.4% | -65.7% | -59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling