+549.5%
BTSG vs KIM
+37.9%
+511.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +8.5% | -0.7% | +9.2% | +8.8% |
| 30D | +14.0% | +13.4% | +0.6% | +6.9% |
| 3M | +19.7% | +6.5% | +13.2% | +15.9% |
| 6M | +28.7% | +10.6% | +18.2% | +21.6% |
| YTD | +90.8% | +29.9% | +60.9% | +63.0% |
| 1Y | +112.4% | +29.6% | +82.8% | +81.6% |
| All | +549.5% | +37.9% | +511.7% | +415.5% |
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