+838.5%
BX vs KIM
+64.2%
+774.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | -1.1% | -0.7% | -0.4% | -0.7% |
| 30D | +8.8% | +13.4% | -4.6% | +2.6% |
| 3M | -18.3% | +6.5% | -24.8% | -20.6% |
| 6M | -1.5% | +10.6% | -12.1% | -6.2% |
| YTD | -19.9% | +29.9% | -49.8% | -29.7% |
| 1Y | -14.5% | +29.6% | -44.1% | -24.9% |
| 3Y | +32.3% | +64.1% | -31.8% | +4.5% |
| 5Y | -1.1% | +35.3% | -36.4% | -13.3% |
| 10Y | +657.8% | +63.1% | +594.7% | +431.6% |
| All | +838.5% | +64.2% | +774.3% | +396.4% |
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