+70.3%
BTI vs KIM
+33.1%
+37.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | -2.0% | -1.5% | -0.5% | -1.7% |
| 30D | -3.4% | -1.7% | -1.7% | -3.1% |
| 3M | -9.0% | -7.1% | -1.8% | -7.5% |
| 6M | -5.0% | +2.9% | -7.9% | -5.5% |
| YTD | -0.3% | +18.8% | -19.2% | -3.8% |
| 1Y | +3.1% | +9.4% | -6.3% | +1.1% |
| 3Y | +111.0% | +44.6% | +66.4% | +93.1% |
| 5Y | +117.0% | +37.9% | +79.1% | +98.3% |
| All | +70.3% | +33.1% | +37.2% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling