+1,131.9%
BP vs KIM
+3,058.9%
-1,927.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.9% | +0.4% | +3.5% | +3.8% |
| 30D | +7.6% | -4.0% | +11.6% | +8.8% |
| 3M | +0.7% | +0.5% | +0.2% | +0.4% |
| 6M | +15.5% | +3.6% | +11.9% | +13.9% |
| YTD | +30.8% | +20.4% | +10.4% | +23.4% |
| 1Y | +34.3% | +9.7% | +24.6% | +30.0% |
| 3Y | +35.1% | +46.0% | -10.9% | +18.9% |
| 5Y | +126.8% | +34.4% | +92.4% | +101.8% |
| 10Y | +123.4% | +29.3% | +94.1% | +87.6% |
| All | +1,131.9% | +3,058.9% | -1,927.1% | +397.6% |
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