+285.2%
BRO vs KIM
+32.5%
+252.7%
-55.8%
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 | -7.3% | -1.7% | -5.6% | -6.9% |
| 30D | -6.9% | -3.0% | -3.9% | -6.1% |
| 3M | +10.7% | -8.9% | +19.5% | +13.4% |
| 6M | -2.7% | +2.4% | -5.1% | -3.3% |
| YTD | -16.3% | +18.3% | -34.7% | -20.0% |
| 1Y | -29.1% | +8.2% | -37.3% | -30.6% |
| 3Y | -7.8% | +44.0% | -51.9% | -17.2% |
| 5Y | +18.7% | +37.3% | -18.6% | +7.5% |
| All | +285.2% | +32.5% | +252.7% | +214.1% |
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