-2.1%
BROS vs KIM
+47.1%
-49.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.4% | +6.1% | +6.2% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | -8.3% | +14.1% | -22.5% | -16.4% |
| 3M | -29.8% | +6.0% | -35.8% | -32.5% |
| 6M | -25.8% | +13.2% | -39.1% | -31.9% |
| YTD | -41.4% | +30.4% | -71.7% | -51.3% |
| 1Y | -35.2% | +31.0% | -66.2% | -46.3% |
| 3Y | +32.8% | +67.6% | -34.9% | -9.8% |
| 5Y | -42.2% | +35.8% | -77.9% | -53.0% |
| All | -2.1% | +47.1% | -49.3% | -25.2% |
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