+212.3%
BMNR vs KIM
+19.1%
+193.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.1% | +1.1% |
| 7D | -8.5% | -1.5% | -7.0% | -7.2% |
| 30D | +33.8% | -1.7% | +35.5% | +35.6% |
| 3M | +54.7% | -7.1% | +61.9% | +65.2% |
| 6M | +16.7% | +2.9% | +13.9% | +7.0% |
| YTD | -10.9% | +18.8% | -29.7% | -40.6% |
| 1Y | -46.9% | +9.4% | -56.3% | -53.7% |
| All | +212.3% | +19.1% | +193.2% | -18.1% |
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