-1.4%
BND vs KIM
+34.6%
-36.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -1.4% | +0.1% | -1.6% | -1.4% |
| 30D | +0.6% | +14.1% | -13.5% | -0.3% |
| 3M | -1.6% | +6.0% | -7.6% | -2.0% |
| 6M | -1.5% | +13.2% | -14.8% | -2.4% |
| YTD | -1.5% | +30.4% | -31.8% | -3.2% |
| 1Y | -1.1% | +31.0% | -32.1% | -2.9% |
| 3Y | +13.6% | +67.6% | -54.0% | +9.4% |
| All | -1.4% | +34.6% | -36.0% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling