+27.0%
BROS vs KIM
+35.9%
-8.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | -6.7% | +0.4% | -7.1% | -7.0% |
| 30D | -29.1% | -4.0% | -25.1% | -26.8% |
| 3M | -16.7% | +0.5% | -17.2% | -16.9% |
| 6M | -11.6% | +3.6% | -15.2% | -13.6% |
| YTD | -23.9% | +20.4% | -44.3% | -33.3% |
| 1Y | -34.8% | +9.7% | -44.5% | -38.9% |
| 3Y | +62.1% | +46.0% | +16.1% | +21.2% |
| All | +27.0% | +35.9% | -8.9% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling