-40.8%
BMNR vs KIM
+10.4%
-51.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.6% |
| 7D | +4.9% | +0.4% | +4.5% | +4.9% |
| 30D | +35.5% | -4.0% | +39.5% | +35.7% |
| 3M | +39.6% | +0.5% | +39.0% | +38.1% |
| 6M | +18.2% | +3.6% | +14.6% | +15.7% |
| YTD | -8.0% | +20.4% | -28.5% | -13.4% |
| 1Y | -40.8% | +9.7% | -50.5% | -39.1% |
| All | -40.8% | +10.4% | -51.2% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling