-32.7%
BR vs KIM
+9.2%
-41.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.0% | -1.7% | -1.2% | -2.7% |
| 30D | -0.3% | -3.0% | +2.7% | +0.2% |
| 3M | +17.3% | -8.9% | +26.2% | +19.0% |
| 6M | -6.7% | +2.4% | -9.1% | -7.4% |
| YTD | -23.4% | +18.3% | -41.8% | -27.1% |
| 1Y | -32.7% | +8.2% | -40.8% | -33.4% |
| All | -32.7% | +9.2% | -41.9% | -33.4% |
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 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