+79.9%
BNS vs KIM
+34.6%
+45.3%
-40.5%
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% | -0.3% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +2.8% | +14.1% | -11.3% | -2.0% |
| 3M | +3.0% | +6.0% | -3.0% | +0.8% |
| 6M | +23.3% | +13.2% | +10.0% | +17.4% |
| YTD | +29.3% | +30.4% | -1.0% | +16.8% |
| 1Y | +41.7% | +31.0% | +10.7% | +27.6% |
| 3Y | +147.7% | +67.6% | +80.1% | +97.2% |
| All | +79.9% | +34.6% | +45.3% | +54.5% |
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 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