+141.8%
BRKR vs KIM
+502.6%
-360.7%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -8.7% | -1.7% | -6.9% | -8.0% |
| 30D | -9.9% | -3.0% | -6.9% | -8.8% |
| 3M | -3.1% | -8.9% | +5.8% | +0.3% |
| 6M | +45.5% | +2.4% | +43.1% | +43.7% |
| YTD | +13.7% | +18.3% | -4.7% | +5.8% |
| 1Y | +67.4% | +8.2% | +59.3% | +61.3% |
| 3Y | -13.2% | +44.0% | -57.2% | -25.8% |
| 5Y | -39.5% | +37.3% | -76.8% | -48.0% |
| 10Y | +153.5% | +32.3% | +121.1% | +96.0% |
| All | +141.8% | +502.6% | -360.7% | -53.9% |
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