-12.7%
BR vs KIM
+30.6%
-43.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | +14.4% | +14.1% | +0.3% | +11.3% |
| 3M | +12.4% | +6.0% | +6.4% | +10.3% |
| 6M | +35.4% | +13.2% | +22.2% | +31.4% |
| YTD | -12.2% | +30.4% | -42.5% | -17.6% |
| 1Y | -12.7% | +31.0% | -43.8% | -18.2% |
| All | -12.7% | +30.6% | -43.3% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling