+22.3%
BMY vs KIM
+37.7%
-15.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.3% |
| 7D | -3.3% | -0.3% | -3.0% | -3.3% |
| 30D | 0.0% | -1.7% | +1.7% | +0.3% |
| 3M | +17.7% | -0.8% | +18.5% | +18.0% |
| 6M | +9.6% | +4.4% | +5.2% | +8.5% |
| YTD | +24.0% | +21.2% | +2.7% | +18.6% |
| 1Y | +45.1% | +10.5% | +34.6% | +41.6% |
| 3Y | +22.5% | +47.5% | -25.0% | +13.3% |
| 5Y | +22.3% | +37.1% | -14.8% | +13.1% |
| All | +22.3% | +37.7% | -15.4% | +13.1% |
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 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