+48.5%
BTDR vs KIM
+65.6%
-17.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.4% | -9.0% | -9.0% |
| 7D | -6.9% | +0.1% | -7.0% | -6.9% |
| 30D | -31.5% | +14.1% | -45.7% | -40.9% |
| 3M | -36.1% | +6.0% | -42.1% | -40.5% |
| 6M | -57.6% | +13.2% | -70.9% | -64.7% |
| YTD | -50.0% | +30.4% | -80.4% | -65.7% |
| 1Y | -49.6% | +31.0% | -80.6% | -65.9% |
| 3Y | +48.5% | +67.6% | -19.1% | -51.7% |
| All | +48.5% | +65.6% | -17.0% | -51.7% |
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 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