+20,337.9%
BN vs KIM
+3,337.3%
+17,000.6%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.2% |
| 7D | +4.3% | +2.8% | +1.5% | +3.3% |
| 30D | +14.3% | +15.9% | -1.6% | +8.1% |
| 3M | -4.1% | +7.8% | -11.9% | -6.8% |
| 6M | -9.7% | +11.9% | -21.5% | -13.6% |
| YTD | -7.1% | +31.0% | -38.2% | -16.6% |
| 1Y | -7.4% | +32.3% | -39.8% | -17.2% |
| 3Y | +102.3% | +65.5% | +36.9% | +66.9% |
| 5Y | +35.9% | +37.2% | -1.3% | +20.4% |
| 10Y | +289.2% | +63.9% | +225.3% | +197.1% |
| All | +20,337.9% | +3,337.3% | +17,000.6% | +7,953.7% |
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