+1,138.0%
BMY vs KIM
+3,058.9%
-1,920.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.4% | +0.4% | -0.1% | +0.3% |
| 30D | +5.0% | -4.0% | +9.0% | +5.8% |
| 3M | +19.4% | +0.5% | +18.8% | +19.3% |
| 6M | +9.5% | +3.6% | +5.9% | +8.8% |
| YTD | +28.1% | +20.4% | +7.6% | +23.5% |
| 1Y | +50.0% | +9.7% | +40.3% | +47.2% |
| 3Y | +24.1% | +46.0% | -21.9% | +14.7% |
| 5Y | +25.0% | +34.4% | -9.5% | +15.8% |
| 10Y | +68.7% | +29.3% | +39.4% | +47.7% |
| All | +1,138.0% | +3,058.9% | -1,920.9% | +429.7% |
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