+33.9%
KIM vs BTG
+30.0%
+3.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +0.1% | -9.1% | +9.2% | +0.9% |
| 30D | +14.1% | -1.6% | +15.7% | +14.0% |
| 3M | +6.0% | -2.8% | +8.8% | +5.9% |
| 6M | +13.2% | -7.6% | +20.8% | +13.4% |
| YTD | +30.4% | +10.2% | +20.1% | +26.4% |
| 1Y | +31.0% | +21.3% | +9.8% | +25.3% |
| 3Y | +67.6% | +82.7% | -15.1% | +46.0% |
| All | +33.9% | +30.0% | +3.9% | +30.5% |
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