+65.6%
BROS vs KIM
+47.7%
+17.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.9% |
| 7D | -0.9% | -0.3% | -0.6% | -0.7% |
| 30D | -13.5% | -1.7% | -11.7% | -12.5% |
| 3M | -18.4% | -0.8% | -17.6% | -17.9% |
| 6M | -10.6% | +4.4% | -15.0% | -12.5% |
| YTD | -25.1% | +21.2% | -46.3% | -32.8% |
| 1Y | -28.6% | +10.5% | -39.2% | -32.6% |
| 3Y | +65.6% | +47.5% | +18.1% | +40.5% |
| All | +65.6% | +47.7% | +17.8% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling