+933.1%
BURL vs KIM
+132.2%
+800.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.6% | +4.1% | +5.8% |
| 7D | +10.4% | +10.6% | -0.2% | +4.8% |
| 30D | -4.9% | +17.5% | -22.4% | -12.6% |
| 3M | -29.8% | +4.7% | -34.5% | -31.4% |
| 6M | -16.5% | +13.1% | -29.6% | -21.7% |
| YTD | -10.5% | +32.1% | -42.6% | -22.9% |
| 1Y | -5.3% | +32.7% | -38.0% | -18.6% |
| 3Y | +95.1% | +59.2% | +35.9% | +51.6% |
| 5Y | -12.1% | +38.3% | -50.4% | -26.8% |
| 10Y | +273.2% | +69.0% | +204.2% | +147.7% |
| All | +933.1% | +132.2% | +800.9% | +571.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling