-59.0%
BSX vs KIM
+9.4%
-68.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.9% |
| 7D | -8.2% | -1.5% | -6.7% | -7.9% |
| 30D | -15.8% | -1.7% | -14.1% | -15.5% |
| 3M | -10.8% | -7.1% | -3.7% | -9.6% |
| 6M | -38.4% | +2.9% | -41.3% | -38.3% |
| YTD | -54.8% | +18.8% | -73.6% | -55.2% |
| 1Y | -59.0% | +9.4% | -68.5% | -57.8% |
| All | -59.0% | +9.4% | -68.5% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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