-17.6%
BSX vs KIM
+45.1%
-62.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -7.0% | -1.0% | -6.1% | -6.9% |
| 30D | -10.9% | -1.1% | -9.8% | -10.7% |
| 3M | -8.2% | -5.3% | -2.8% | -7.2% |
| 6M | -37.5% | +3.9% | -41.4% | -38.0% |
| YTD | -52.8% | +20.3% | -73.1% | -54.6% |
| 1Y | -58.4% | +10.4% | -68.8% | -59.2% |
| All | -17.6% | +45.1% | -62.7% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling