+13,071.1%
BLK vs KIM
+671.8%
+12,399.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.2% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -3.1% | -1.7% | -1.4% | -2.4% |
| 3M | +10.7% | -0.8% | +11.5% | +10.7% |
| 6M | +15.9% | +4.4% | +11.5% | +13.2% |
| YTD | +4.0% | +21.2% | -17.2% | -5.1% |
| 1Y | +1.3% | +10.5% | -9.3% | -3.8% |
| 3Y | +69.6% | +47.5% | +22.1% | +40.7% |
| 5Y | +33.8% | +37.1% | -3.3% | +13.7% |
| 10Y | +276.2% | +29.5% | +246.7% | +185.7% |
| All | +13,071.1% | +671.8% | +12,399.3% | +4,017.1% |
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