+967.7%
BX vs KIM
+52.2%
+915.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -4.4% | +0.4% | -4.8% | -4.6% |
| 30D | +0.1% | -4.0% | +4.1% | +2.0% |
| 3M | +16.0% | +0.5% | +15.5% | +15.4% |
| 6M | +21.6% | +3.6% | +18.0% | +19.1% |
| YTD | -8.9% | +20.4% | -29.3% | -17.2% |
| 1Y | -16.6% | +9.7% | -26.3% | -20.8% |
| 3Y | +43.3% | +46.0% | -2.7% | +19.3% |
| 5Y | +25.7% | +34.4% | -8.7% | +10.2% |
| 10Y | +689.5% | +29.3% | +660.2% | +517.4% |
| All | +967.7% | +52.2% | +915.5% | +484.3% |
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