-12.0%
BURL vs KIM
+9.1%
-21.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +4.0% | +3.3% |
| 7D | -2.8% | -0.8% | -2.0% | -2.5% |
| 30D | -28.2% | -5.1% | -23.1% | -26.4% |
| 3M | -17.6% | -0.6% | -17.0% | -17.5% |
| 6M | -11.8% | +2.4% | -14.2% | -12.7% |
| YTD | -8.1% | +19.0% | -27.2% | -13.7% |
| 1Y | -12.0% | +8.4% | -20.4% | -20.6% |
| All | -12.0% | +9.1% | -21.1% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling