+149.5%
BRKR vs KIM
+32.5%
+117.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -8.7% | -1.7% | -6.9% | -8.1% |
| 30D | -9.9% | -3.0% | -6.9% | -9.0% |
| 3M | -3.1% | -8.9% | +5.8% | -0.3% |
| 6M | +45.5% | +2.4% | +43.1% | +44.0% |
| YTD | +13.7% | +18.3% | -4.7% | +7.2% |
| 1Y | +67.4% | +8.2% | +59.3% | +62.4% |
| 3Y | -13.2% | +44.0% | -57.2% | -23.2% |
| 5Y | -39.5% | +37.3% | -76.8% | -46.0% |
| All | +149.5% | +32.5% | +117.0% | +100.5% |
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