+145.8%
BWA vs KIM
+33.1%
+112.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.1% |
| 7D | -0.1% | -1.5% | +1.4% | +0.5% |
| 30D | -5.5% | -1.7% | -3.8% | -4.9% |
| 3M | -7.6% | -7.1% | -0.5% | -5.2% |
| 6M | +25.0% | +2.9% | +22.1% | +22.9% |
| YTD | +47.0% | +18.8% | +28.1% | +35.9% |
| 1Y | +54.0% | +9.4% | +44.6% | +47.2% |
| 3Y | +70.7% | +44.6% | +26.1% | +44.6% |
| 5Y | +86.7% | +37.9% | +48.7% | +61.2% |
| All | +145.8% | +33.1% | +112.7% | +83.8% |
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