+389.2%
BLDR vs KIM
+123.6%
+265.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | -2.8% | +0.4% | -3.3% | -3.2% |
| 30D | -13.3% | -4.0% | -9.3% | -10.9% |
| 3M | -12.3% | +0.5% | -12.8% | -12.6% |
| 6M | -31.5% | +3.6% | -35.1% | -33.0% |
| YTD | -36.1% | +20.4% | -56.5% | -43.6% |
| 1Y | -54.1% | +9.7% | -63.8% | -56.8% |
| 3Y | -55.8% | +46.0% | -101.8% | -65.5% |
| 5Y | +20.7% | +34.4% | -13.7% | -0.6% |
| 10Y | +390.2% | +29.3% | +360.9% | +257.5% |
| All | +389.2% | +123.6% | +265.6% | +91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling