+186.9%
BNS vs KIM
+32.5%
+154.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -0.4% | -1.7% | +1.3% | +0.2% |
| 30D | +3.5% | -3.0% | +6.4% | +4.5% |
| 3M | +14.1% | -8.9% | +22.9% | +17.5% |
| 6M | +33.8% | +2.4% | +31.4% | +32.3% |
| YTD | +29.5% | +18.3% | +11.1% | +21.6% |
| 1Y | +48.4% | +8.2% | +40.2% | +43.6% |
| 3Y | +129.6% | +44.0% | +85.6% | +97.9% |
| 5Y | +96.1% | +37.3% | +58.7% | +69.2% |
| All | +186.9% | +32.5% | +154.4% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling