+22.6%
BROS vs KIM
+35.7%
-13.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.4% |
| 7D | -6.6% | -1.0% | -5.6% | -5.9% |
| 30D | -12.3% | -1.1% | -11.3% | -11.7% |
| 3M | -22.2% | -5.3% | -16.9% | -19.0% |
| 6M | -14.3% | +3.9% | -18.2% | -16.4% |
| YTD | -26.6% | +20.3% | -46.8% | -35.5% |
| 1Y | -31.5% | +10.4% | -41.9% | -36.1% |
| 3Y | +62.3% | +46.3% | +15.9% | +21.1% |
| All | +22.6% | +35.7% | -13.2% | -1.0% |
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