+97.3%
BRKR vs KIM
+10.4%
+86.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | +2.5% | +0.4% | +2.1% | +2.4% |
| 30D | +11.5% | -4.0% | +15.5% | +12.4% |
| 3M | -2.4% | +0.5% | -2.9% | -2.7% |
| 6M | +52.3% | +3.6% | +48.7% | +49.9% |
| YTD | +24.5% | +20.4% | +4.0% | +16.0% |
| 1Y | +97.3% | +9.7% | +87.6% | +101.7% |
| All | +97.3% | +10.4% | +86.9% | +101.7% |
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