+223.1%
BMNR vs KIM
+18.6%
+204.4%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.9% | +3.8% |
| 7D | +0.2% | -1.7% | +2.0% | +1.9% |
| 30D | +39.9% | -3.0% | +42.9% | +43.7% |
| 3M | +51.5% | -8.9% | +60.4% | +65.2% |
| 6M | +18.9% | +2.4% | +16.5% | +9.5% |
| YTD | -7.8% | +18.3% | -26.1% | -38.3% |
| 1Y | -47.6% | +8.2% | -55.8% | -53.0% |
| All | +223.1% | +18.6% | +204.4% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling