-55.3%
BLDR vs KIM
+47.7%
-103.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -5.5% |
| 7D | -0.3% | -0.3% | 0.0% | -0.1% |
| 30D | -16.2% | -1.7% | -14.5% | -15.0% |
| 3M | -14.4% | -0.8% | -13.6% | -13.9% |
| 6M | -32.8% | +4.4% | -37.2% | -35.2% |
| YTD | -39.2% | +21.2% | -60.4% | -48.8% |
| 1Y | -57.7% | +10.5% | -68.2% | -61.3% |
| 3Y | -55.3% | +47.5% | -102.8% | -67.3% |
| All | -55.3% | +47.7% | -103.0% | -67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling