+1,075.6%
BMY vs KIM
+3,337.3%
-2,261.7%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | +1.8% | +2.8% | -1.0% | +1.3% |
| 30D | +6.2% | +15.9% | -9.7% | +3.3% |
| 3M | -2.1% | +7.8% | -9.9% | -3.5% |
| 6M | +14.3% | +11.9% | +2.4% | +11.8% |
| YTD | +21.6% | +31.0% | -9.4% | +15.5% |
| 1Y | +38.8% | +32.3% | +6.4% | +31.5% |
| 3Y | +42.9% | +65.5% | -22.5% | +29.3% |
| 5Y | +30.1% | +37.2% | -7.2% | +20.2% |
| 10Y | +58.2% | +63.9% | -5.7% | +32.4% |
| All | +1,075.6% | +3,337.3% | -2,261.7% | +395.0% |
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 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