-39.1%
BROS vs KIM
+30.1%
-69.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.2% |
| 7D | -2.5% | -0.7% | -1.8% | -1.9% |
| 30D | -11.2% | +13.4% | -24.7% | -18.8% |
| 3M | -33.9% | +6.5% | -40.5% | -36.6% |
| 6M | -33.5% | +10.6% | -44.1% | -37.5% |
| YTD | -44.9% | +29.9% | -74.9% | -52.9% |
| All | -39.1% | +30.1% | -69.2% | -48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling