+29.9%
KIM vs BG
+166.7%
-136.7%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -1.7% | +3.1% | -4.9% | -2.8% |
| 30D | -3.0% | +10.2% | -13.2% | -6.3% |
| 3M | -8.9% | -1.7% | -7.2% | -8.8% |
| 6M | +2.4% | +1.0% | +1.4% | +0.9% |
| YTD | +18.3% | +39.9% | -21.6% | +3.1% |
| 1Y | +8.2% | +53.2% | -45.0% | -9.4% |
| 3Y | +44.0% | +16.3% | +27.8% | +31.1% |
| 5Y | +37.3% | +83.9% | -46.5% | 0.0% |
| All | +29.9% | +166.7% | -136.7% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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