+131.9%
BTI vs KIM
+63.6%
+68.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +9.2% | +14.1% | -4.9% | +6.2% |
| 3M | +9.6% | +6.0% | +3.6% | +8.3% |
| 6M | -2.4% | +13.2% | -15.7% | -4.9% |
| YTD | +14.2% | +30.4% | -16.1% | +8.1% |
| 1Y | +20.3% | +31.0% | -10.7% | +13.7% |
| 3Y | +147.4% | +67.6% | +79.8% | +119.8% |
| 5Y | +155.4% | +35.8% | +119.7% | +134.2% |
| All | +131.9% | +63.6% | +68.3% | +85.6% |
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