+411.5%
CAH vs KIM
+63.6%
+347.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | +3.5% | +0.1% | +3.3% | +3.4% |
| 30D | +13.5% | +14.1% | -0.6% | +9.8% |
| 3M | +21.8% | +6.0% | +15.8% | +20.1% |
| 6M | +51.5% | +13.2% | +38.3% | +46.9% |
| YTD | +38.1% | +30.4% | +7.7% | +29.2% |
| 1Y | +37.7% | +31.0% | +6.7% | +28.7% |
| 3Y | +179.6% | +67.6% | +112.0% | +142.3% |
| 5Y | +504.9% | +35.8% | +469.2% | +444.5% |
| All | +411.5% | +63.6% | +347.9% | +285.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling