+8.2%
KIM vs BTG
+25.2%
-17.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -1.7% | -3.8% | +2.0% | -1.7% |
| 30D | -3.0% | +3.6% | -6.6% | -3.0% |
| 3M | -8.9% | +32.0% | -40.9% | -9.2% |
| 6M | +2.4% | +3.4% | -1.0% | +2.3% |
| YTD | +18.3% | +20.8% | -2.4% | +16.6% |
| 1Y | +8.2% | +22.4% | -14.2% | +4.8% |
| All | +8.2% | +25.2% | -17.0% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling