+25.1%
BX vs KIM
+45.1%
-20.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.1% |
| 7D | -5.7% | -1.0% | -4.7% | -5.0% |
| 30D | -8.9% | -1.1% | -7.8% | -8.3% |
| 3M | +8.4% | -5.3% | +13.7% | +12.1% |
| 6M | +18.9% | +3.9% | +15.0% | +14.6% |
| YTD | -13.6% | +20.3% | -33.9% | -26.1% |
| 1Y | -22.4% | +10.4% | -32.9% | -29.0% |
| All | +25.1% | +45.1% | -20.1% | -8.5% |
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