+24.7%
BTDR vs KIM
+37.3%
-12.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.3% |
| 7D | +14.8% | -1.0% | +15.8% | +15.3% |
| 30D | +41.8% | -1.1% | +42.9% | +42.3% |
| 3M | -29.2% | -5.3% | -23.9% | -27.9% |
| 6M | +66.2% | +3.9% | +62.2% | +61.5% |
| YTD | +10.0% | +20.3% | -10.3% | -1.1% |
| 1Y | -11.0% | +10.4% | -21.4% | -16.5% |
| 3Y | +6.9% | +46.3% | -39.4% | -5.4% |
| 5Y | +24.7% | +37.6% | -12.9% | +10.2% |
| All | +24.7% | +37.3% | -12.6% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling