+1,309.4%
BR vs KIM
+27.3%
+1,282.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -1.3% | -0.7% | -0.6% | -1.1% |
| 30D | +13.7% | +13.4% | +0.3% | +10.3% |
| 3M | +13.8% | +6.5% | +7.3% | +12.1% |
| 6M | +29.7% | +10.6% | +19.1% | +26.5% |
| YTD | -12.6% | +29.9% | -42.5% | -18.1% |
| 1Y | -12.4% | +29.6% | -42.0% | -17.9% |
| 3Y | +14.1% | +64.1% | -49.9% | +0.6% |
| 5Y | +18.7% | +35.3% | -16.6% | +8.6% |
| 10Y | +276.2% | +63.1% | +213.1% | +205.4% |
| All | +1,309.4% | +27.3% | +1,282.1% | +959.6% |
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