-16.7%
BLDR vs KIM
+11.4%
-28.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.6% |
| 7D | -10.3% | -1.0% | -9.3% | -8.9% |
| 30D | +19.6% | +14.8% | +4.8% | +3.0% |
| 3M | -17.0% | +8.1% | -25.1% | -24.9% |
| 6M | -16.7% | +11.7% | -28.4% | -28.0% |
| All | -16.7% | +11.4% | -28.1% | -28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling