+37.9%
KIM vs BTG
+75.0%
-37.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.9% |
| 7D | -1.5% | -5.5% | +4.0% | -1.0% |
| 30D | -1.7% | +6.1% | -7.8% | -2.3% |
| 3M | -7.1% | +38.6% | -45.8% | -10.5% |
| 6M | +2.9% | +0.7% | +2.2% | +2.1% |
| YTD | +18.8% | +20.3% | -1.5% | +14.5% |
| 1Y | +9.4% | +25.0% | -15.6% | +4.2% |
| 3Y | +44.6% | +97.3% | -52.7% | +25.3% |
| 5Y | +37.9% | +78.3% | -40.4% | +23.9% |
| All | +37.9% | +75.0% | -37.0% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling