-10.7%
BURL vs KIM
+34.4%
-45.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -2.8% | +0.4% | -3.2% | -3.1% |
| 30D | -28.2% | -4.0% | -24.2% | -26.1% |
| 3M | -17.6% | +0.5% | -18.1% | -18.1% |
| 6M | -11.8% | +3.6% | -15.4% | -14.1% |
| YTD | -8.1% | +20.4% | -28.6% | -19.6% |
| 1Y | -12.0% | +9.7% | -21.7% | -18.0% |
| 3Y | +63.3% | +46.0% | +17.3% | +21.7% |
| All | -10.7% | +34.4% | -45.1% | -30.3% |
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