It just got some winter burn - pretty common with a lot of broadleaved evergreen shrubs in cold weather. Just prune it out. The plant will be fine.

Yeah there aren't too many BLEs you can grow in containers, year-round, north of say, SE Virginia...but Kalmia would be one of them. They are hardy!
In a normal NYC winter I highly doubt the foliage would be distressed at all, whether containerized or not. Though a container would have be kept moist in a dry winter. So, just prune out the damage from last winter, as gardengal says. And hope we don't have 3 in a row!