+406.7%
BNY vs KIM
+32.5%
+374.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.2% |
| 7D | -1.3% | -1.7% | +0.4% | -0.7% |
| 30D | -0.2% | -3.0% | +2.8% | +0.9% |
| 3M | +14.9% | -8.9% | +23.8% | +18.7% |
| 6M | +40.0% | +2.4% | +37.6% | +38.2% |
| YTD | +42.0% | +18.3% | +23.6% | +32.5% |
| 1Y | +56.9% | +8.2% | +48.7% | +51.2% |
| 3Y | +289.9% | +44.0% | +245.8% | +234.1% |
| 5Y | +259.2% | +37.3% | +221.8% | +211.2% |
| All | +406.7% | +32.5% | +374.2% | +259.0% |
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 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