+1,485.6%
BNS vs KIM
+379.5%
+1,106.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | +6.0% | -4.0% | +9.9% | +7.3% |
| 3M | +16.3% | +0.5% | +15.8% | +15.8% |
| 6M | +28.8% | +3.6% | +25.1% | +26.9% |
| YTD | +30.0% | +20.4% | +9.5% | +21.8% |
| 1Y | +50.7% | +9.7% | +41.0% | +45.4% |
| 3Y | +125.4% | +46.0% | +79.4% | +95.4% |
| 5Y | +94.2% | +34.4% | +59.8% | +70.6% |
| 10Y | +182.8% | +29.3% | +153.5% | +130.0% |
| All | +1,485.6% | +379.5% | +1,106.1% | +611.0% |
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