+950.6%
BSX vs KIM
+2,354.9%
-1,404.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.1% |
| 7D | -6.4% | -0.3% | -6.1% | -6.4% |
| 30D | -8.8% | -1.7% | -7.1% | -8.4% |
| 3M | -7.6% | -0.8% | -6.8% | -7.5% |
| 6M | -37.0% | +4.4% | -41.4% | -37.8% |
| YTD | -52.8% | +21.2% | -74.1% | -55.5% |
| 1Y | -58.4% | +10.5% | -68.9% | -59.7% |
| 3Y | -16.5% | +47.5% | -64.0% | -26.6% |
| 5Y | -1.2% | +37.1% | -38.3% | -12.3% |
| 10Y | +83.7% | +29.5% | +54.3% | +52.8% |
| All | +950.6% | +2,354.9% | -1,404.2% | +352.9% |
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