+133.9%
BP vs KIM
+29.7%
+104.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | +4.0% | -1.0% | +4.9% | +4.4% |
| 30D | +7.8% | -1.1% | +8.9% | +8.3% |
| 3M | +8.4% | -5.3% | +13.7% | +10.5% |
| 6M | +15.1% | +3.9% | +11.1% | +12.7% |
| YTD | +36.4% | +20.3% | +16.1% | +25.7% |
| 1Y | +40.9% | +10.4% | +30.5% | +34.2% |
| 3Y | +38.8% | +46.3% | -7.5% | +15.4% |
| 5Y | +141.1% | +37.6% | +103.5% | +100.6% |
| 10Y | +133.9% | +34.5% | +99.4% | +72.4% |
| All | +133.9% | +29.7% | +104.2% | +72.4% |
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