+19,299.5%
BN vs KIM
+3,058.9%
+16,240.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | -9.5% | -4.0% | -5.5% | -8.1% |
| 3M | -10.4% | +0.5% | -10.9% | -10.8% |
| 6M | -6.4% | +3.6% | -10.0% | -7.8% |
| YTD | -11.9% | +20.4% | -32.3% | -18.3% |
| 1Y | -8.6% | +9.7% | -18.3% | -12.2% |
| 3Y | +77.6% | +46.0% | +31.6% | +53.5% |
| 5Y | +37.0% | +34.4% | +2.6% | +22.2% |
| 10Y | +266.4% | +29.3% | +237.1% | +204.1% |
| All | +19,299.5% | +3,058.9% | +16,240.5% | +7,792.8% |
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