-4.6%
BROS vs KIM
+47.5%
-52.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.6% |
| 7D | -20.4% | -1.0% | -19.4% | -19.7% |
| 30D | -6.1% | +14.8% | -20.9% | -14.7% |
| 3M | -29.4% | +8.1% | -37.5% | -33.1% |
| 6M | -31.5% | +11.7% | -43.2% | -36.5% |
| YTD | -42.8% | +30.7% | -73.5% | -52.6% |
| 1Y | -37.5% | +29.7% | -67.2% | -47.9% |
| 3Y | +27.2% | +65.1% | -37.9% | -12.6% |
| 5Y | -47.0% | +34.7% | -81.6% | -56.9% |
| All | -4.6% | +47.5% | -52.1% | -27.2% |
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