+6,477.4%
BTI vs KIM
+3,058.9%
+3,418.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -6.6% | -4.0% | -2.6% | -5.8% |
| 3M | -3.0% | +0.5% | -3.5% | -3.0% |
| 6M | -6.7% | +3.6% | -10.3% | -7.3% |
| YTD | +0.6% | +20.4% | -19.9% | -3.3% |
| 1Y | +5.6% | +9.7% | -4.1% | +3.5% |
| 3Y | +110.3% | +46.0% | +64.3% | +92.3% |
| 5Y | +114.3% | +34.4% | +79.8% | +96.9% |
| 10Y | +67.7% | +29.3% | +38.4% | +45.3% |
| All | +6,477.4% | +3,058.9% | +3,418.5% | +2,600.2% |
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 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