+187.0%
BR vs KIM
+32.5%
+154.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.0% | -1.7% | -1.2% | -2.6% |
| 30D | -0.3% | -3.0% | +2.7% | +0.4% |
| 3M | +17.3% | -8.9% | +26.2% | +19.8% |
| 6M | -6.7% | +2.4% | -9.1% | -7.4% |
| YTD | -23.4% | +18.3% | -41.8% | -26.7% |
| 1Y | -32.7% | +8.2% | -40.8% | -34.1% |
| 3Y | -5.9% | +44.0% | -49.9% | -14.4% |
| 5Y | +8.4% | +37.3% | -28.9% | -0.6% |
| All | +187.0% | +32.5% | +154.5% | +153.1% |
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 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