+27.7%
BWA vs KIM
+34.6%
-6.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.4% |
| 7D | +4.3% | +0.1% | +4.1% | +4.2% |
| 30D | -13.0% | +14.1% | -27.1% | -19.3% |
| 3M | -24.8% | +6.0% | -30.8% | -27.4% |
| 6M | -23.5% | +13.2% | -36.8% | -29.4% |
| YTD | +13.8% | +30.4% | -16.5% | -3.9% |
| 1Y | +13.4% | +31.0% | -17.6% | -4.5% |
| 3Y | +62.8% | +67.6% | -4.9% | +14.7% |
| All | +27.7% | +34.6% | -6.9% | +2.8% |
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 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