-14.4%
BN vs KIM
+9.4%
-23.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -5.9% | -1.5% | -4.4% | -5.4% |
| 30D | -15.1% | -1.7% | -13.4% | -14.6% |
| 3M | -14.6% | -7.1% | -7.4% | -12.4% |
| 6M | -8.4% | +2.9% | -11.3% | -10.8% |
| YTD | -16.8% | +18.8% | -35.7% | -24.0% |
| 1Y | -14.4% | +9.4% | -23.8% | -19.4% |
| All | -14.4% | +9.4% | -23.8% | -19.4% |
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