+406.0%
KIM vs BG
+1,131.5%
-725.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | +0.4% | +2.8% | -2.4% | -0.5% |
| 30D | -4.0% | +12.0% | -16.0% | -7.8% |
| 3M | +0.5% | -7.7% | +8.2% | +2.7% |
| 6M | +3.6% | +4.5% | -0.9% | +0.9% |
| YTD | +20.4% | +35.7% | -15.3% | +6.8% |
| 1Y | +9.7% | +50.1% | -40.4% | -6.6% |
| 3Y | +46.0% | +12.6% | +33.4% | +34.6% |
| 5Y | +34.4% | +75.4% | -41.0% | +3.4% |
| 10Y | +29.3% | +150.5% | -121.2% | -17.3% |
| All | +406.0% | +1,131.5% | -725.4% | +178.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling