+32.4%
KIM vs BTG
+78.0%
-45.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.7% | -3.8% | +2.0% | -1.4% |
| 30D | -3.0% | +3.6% | -6.6% | -3.4% |
| 3M | -8.9% | +32.0% | -40.9% | -11.6% |
| 6M | +2.4% | +3.4% | -1.0% | +1.3% |
| YTD | +18.3% | +20.8% | -2.4% | +14.1% |
| 1Y | +8.2% | +22.4% | -14.2% | +3.4% |
| 3Y | +44.0% | +91.7% | -47.7% | +25.7% |
| All | +32.4% | +78.0% | -45.6% | +19.6% |
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