+935.7%
BSX vs KIM
+2,539.8%
-1,604.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +3.7% | +0.1% | +3.6% | +3.7% |
| 30D | +3.1% | +14.1% | -11.0% | -0.6% |
| 3M | -14.2% | +6.0% | -20.2% | -15.6% |
| 6M | -16.4% | +13.2% | -29.7% | -19.3% |
| YTD | -53.5% | +30.4% | -83.9% | -57.0% |
| 1Y | -57.8% | +31.0% | -88.8% | -61.0% |
| 3Y | -17.4% | +67.6% | -85.1% | -29.8% |
| 5Y | +5.4% | +35.8% | -30.4% | -6.0% |
| 10Y | +106.2% | +63.7% | +42.6% | +60.9% |
| All | +935.7% | +2,539.8% | -1,604.1% | +337.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling