+18.8%
BX vs KIM
+37.3%
-18.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.0% |
| 7D | -5.7% | -1.0% | -4.7% | -4.9% |
| 30D | -8.9% | -1.1% | -7.8% | -8.2% |
| 3M | +8.4% | -5.3% | +13.7% | +12.6% |
| 6M | +18.9% | +3.9% | +15.0% | +14.1% |
| YTD | -13.6% | +20.3% | -33.9% | -27.2% |
| 1Y | -22.4% | +10.4% | -32.9% | -29.7% |
| 3Y | +26.0% | +46.3% | -20.3% | -11.5% |
| 5Y | +18.8% | +37.6% | -18.8% | -7.4% |
| All | +18.8% | +37.3% | -18.5% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling