+36.2%
BMY vs KIM
+30.6%
+5.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | +7.0% | +14.1% | -7.1% | +0.7% |
| 3M | -0.9% | +6.0% | -6.9% | -3.8% |
| 6M | +14.9% | +13.2% | +1.7% | +9.0% |
| YTD | +22.8% | +30.4% | -7.6% | +10.4% |
| 1Y | +36.2% | +31.0% | +5.2% | +21.9% |
| All | +36.2% | +30.6% | +5.7% | +21.9% |
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 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