+20,617.6%
BN vs KIM
+3,350.7%
+17,266.8%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.4% |
| 7D | +3.6% | +2.8% | +0.8% | +2.6% |
| 30D | +15.9% | +16.3% | -0.5% | +9.4% |
| 3M | -2.3% | +6.6% | -9.0% | -4.7% |
| 6M | -8.4% | +12.3% | -20.7% | -12.6% |
| YTD | -5.9% | +31.6% | -37.4% | -15.6% |
| 1Y | -5.6% | +31.5% | -37.1% | -15.3% |
| 3Y | +104.2% | +68.0% | +36.2% | +67.5% |
| 5Y | +35.5% | +38.7% | -3.2% | +19.5% |
| 10Y | +285.2% | +65.7% | +219.5% | +192.9% |
| All | +20,617.6% | +3,350.7% | +17,266.8% | +8,051.5% |
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