+275.1%
BLK vs KIM
+32.5%
+242.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | -3.3% | -1.7% | -1.6% | -2.7% |
| 30D | -6.5% | -3.0% | -3.6% | -5.6% |
| 3M | +6.7% | -8.9% | +15.6% | +10.0% |
| 6M | +14.7% | +2.4% | +12.4% | +13.4% |
| YTD | +2.5% | +18.3% | -15.8% | -3.9% |
| 1Y | -2.8% | +8.2% | -11.0% | -5.9% |
| 3Y | +65.9% | +44.0% | +21.8% | +44.9% |
| 5Y | +33.0% | +37.3% | -4.4% | +18.1% |
| All | +275.1% | +32.5% | +242.6% | +189.9% |
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 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