+1,477.9%
BNS vs KIM
+419.1%
+1,058.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +2.8% | +14.1% | -11.3% | -1.6% |
| 3M | +3.0% | +6.0% | -3.0% | +1.0% |
| 6M | +23.3% | +13.2% | +10.0% | +18.0% |
| YTD | +29.3% | +30.4% | -1.0% | +18.1% |
| 1Y | +41.7% | +31.0% | +10.7% | +29.1% |
| 3Y | +147.7% | +67.6% | +80.1% | +105.5% |
| 5Y | +79.4% | +35.8% | +43.6% | +57.3% |
| 10Y | +188.5% | +63.7% | +124.8% | +117.7% |
| All | +1,477.9% | +419.1% | +1,058.9% | +589.1% |
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 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