+240.7%
BURL vs KIM
+64.5%
+176.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.4% |
| 7D | +4.1% | +4.1% | 0.0% | +2.0% |
| 30D | -9.5% | +16.8% | -26.3% | -16.6% |
| 3M | -33.5% | +5.7% | -39.2% | -35.4% |
| 6M | -22.1% | +9.7% | -31.8% | -25.8% |
| YTD | -14.6% | +30.2% | -44.8% | -25.9% |
| 1Y | -8.4% | +32.1% | -40.5% | -21.1% |
| 3Y | +86.6% | +58.6% | +28.0% | +44.9% |
| 5Y | -17.2% | +31.2% | -48.3% | -29.4% |
| All | +240.7% | +64.5% | +176.2% | +119.0% |
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