+32.7%
KIM vs BAM
+4.2%
+28.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.2% | -2.6% | +2.7% |
| 7D | +10.6% | +14.2% | -3.6% | +8.7% |
| 30D | +17.5% | +21.0% | -3.5% | +14.8% |
| 3M | +4.7% | +5.2% | -0.5% | +3.4% |
| 6M | +13.1% | +16.0% | -2.8% | +10.5% |
| YTD | +32.1% | +6.5% | +25.6% | +29.2% |
| 1Y | +32.7% | +4.4% | +28.3% | +30.0% |
| All | +32.7% | +4.2% | +28.4% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 1y: compounded portfolio wealth divided by compounded BAM 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…
1y analysis · Full analysis span regression · 6 months rolling