+29.9%
KIM vs BTG
+159.3%
-129.3%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.7% | -3.8% | +2.0% | -1.5% |
| 30D | -3.0% | +3.6% | -6.6% | -3.3% |
| 3M | -8.9% | +32.0% | -40.9% | -10.8% |
| 6M | +2.4% | +3.4% | -1.0% | +1.6% |
| YTD | +18.3% | +20.8% | -2.4% | +15.7% |
| 1Y | +8.2% | +22.4% | -14.2% | +5.3% |
| 3Y | +44.0% | +91.7% | -47.7% | +33.9% |
| 5Y | +37.3% | +79.0% | -41.6% | +27.6% |
| All | +29.9% | +159.3% | -129.3% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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