+3,546.3%
BWA vs KIM
+1,482.0%
+2,064.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +2.9% | +2.8% |
| 7D | +5.7% | +0.4% | +5.2% | +5.5% |
| 30D | +1.4% | -4.0% | +5.4% | +3.1% |
| 3M | -12.1% | +0.5% | -12.6% | -12.7% |
| 6M | +28.6% | +3.6% | +24.9% | +25.9% |
| YTD | +51.1% | +20.4% | +30.7% | +38.3% |
| 1Y | +55.9% | +9.7% | +46.2% | +48.4% |
| 3Y | +70.1% | +46.0% | +24.1% | +41.8% |
| 5Y | +90.7% | +34.4% | +56.2% | +63.9% |
| 10Y | +154.0% | +29.3% | +124.7% | +97.7% |
| All | +3,546.3% | +1,482.0% | +2,064.3% | +1,078.3% |
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 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