+92.7%
BNS vs KIM
+37.3%
+55.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -1.3% | -1.0% | -0.3% | -1.0% |
| 30D | +4.0% | -1.1% | +5.1% | +4.4% |
| 3M | +13.8% | -5.3% | +19.1% | +15.7% |
| 6M | +32.7% | +3.9% | +28.8% | +30.4% |
| YTD | +27.6% | +20.3% | +7.3% | +18.9% |
| 1Y | +47.4% | +10.4% | +37.0% | +41.4% |
| 3Y | +129.0% | +46.3% | +82.7% | +93.1% |
| 5Y | +92.7% | +37.6% | +55.1% | +66.1% |
| All | +92.7% | +37.3% | +55.4% | +66.1% |
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