+851.5%
BX vs KIM
+64.8%
+786.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.2% |
| 7D | +0.6% | +0.1% | +0.5% | +0.5% |
| 30D | +14.2% | +14.1% | +0.1% | +7.4% |
| 3M | -18.7% | +6.0% | -24.7% | -20.8% |
| 6M | +2.5% | +13.2% | -10.8% | -3.5% |
| YTD | -18.8% | +30.4% | -49.2% | -28.8% |
| 1Y | -10.3% | +31.0% | -41.3% | -21.6% |
| 3Y | +35.4% | +67.6% | -32.2% | +5.9% |
| 5Y | +0.3% | +35.8% | -35.5% | -12.3% |
| 10Y | +668.4% | +63.7% | +604.7% | +438.1% |
| All | +851.5% | +64.8% | +786.8% | +402.4% |
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 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