+463.5%
BTSG vs KIM
+27.6%
+435.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | +2.9% | -1.0% | +3.8% | +3.4% |
| 30D | +0.9% | -1.1% | +2.0% | +1.5% |
| 3M | +1.6% | -5.3% | +6.9% | +4.2% |
| 6M | +46.8% | +3.9% | +42.9% | +43.0% |
| YTD | +65.5% | +20.3% | +45.3% | +47.1% |
| 1Y | +136.2% | +10.4% | +125.8% | +121.2% |
| All | +463.5% | +27.6% | +435.9% | +365.2% |
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