+661.1%
BX vs KIM
+32.5%
+628.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | -5.6% | -1.7% | -3.9% | -4.9% |
| 30D | -12.2% | -3.0% | -9.3% | -11.1% |
| 3M | +7.4% | -8.9% | +16.3% | +11.7% |
| 6M | +22.2% | +2.4% | +19.8% | +20.5% |
| YTD | -14.0% | +18.3% | -32.3% | -20.8% |
| 1Y | -27.3% | +8.2% | -35.5% | -30.2% |
| 3Y | +24.5% | +44.0% | -19.5% | +6.0% |
| 5Y | +18.9% | +37.3% | -18.5% | +5.1% |
| All | +661.1% | +32.5% | +628.5% | +524.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling